market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
29/05/2024 5.46% 0.16 CHF 0.17 CHF 900,000 300,000 754,255 251,418 135,060 CHF 47,534 CHF 99.39% 99.39%
28/05/2024 5.50% 0.18 CHF 0.19 CHF 750,000 250,000 750,000 250,000 132,784 CHF 46,762 CHF 99.40% 99.40%
27/05/2024 5.36% 0.19 CHF 0.20 CHF 750,000 250,000 750,000 250,000 136,207 CHF 47,902 CHF 98.92% 98.92%
24/05/2024 5.95% 0.18 CHF 0.19 CHF 750,000 250,000 829,518 276,506 135,106 CHF 47,801 CHF 99.38% 99.38%
23/05/2024 5.75% 0.17 CHF 0.18 CHF 750,000 250,000 750,000 250,000 126,919 CHF 44,806 CHF 95.95% 95.95%
22/05/2024 5.88% 0.16 CHF 0.17 CHF 750,000 250,000 750,000 250,000 123,849 CHF 43,783 CHF 99.35% 99.35%
21/05/2024 4.88% 0.20 CHF 0.21 CHF 750,000 250,000 750,000 250,000 150,236 CHF 52,579 CHF 96.59% 96.59%
17/05/2024 4.26% 0.23 CHF 0.24 CHF 750,000 250,000 748,656 249,552 171,839 CHF 59,775 CHF 99.58% 99.58%
16/05/2024 4.59% 0.21 CHF 0.22 CHF 750,000 250,000 744,763 248,254 158,914 CHF 55,454 CHF 99.32% 99.32%
15/05/2024 3.58% 0.25 CHF 0.26 CHF 600,000 200,000 610,327 203,442 167,882 CHF 57,995 CHF 99.32% 99.32%

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