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
22/05/2024 2.80% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 211,257 CHF 72,419 CHF 97.73% 97.73%
21/05/2024 2.72% 0.38 CHF 0.39 CHF 600,000 200,000 600,000 200,000 217,715 CHF 74,572 CHF 96.10% 96.10%
17/05/2024 2.53% 0.40 CHF 0.41 CHF 600,000 200,000 600,000 200,000 234,815 CHF 80,272 CHF 98.45% 98.45%
16/05/2024 2.24% 0.44 CHF 0.45 CHF 450,000 150,000 450,000 150,000 198,950 CHF 67,817 CHF 97.10% 97.10%
15/05/2024 2.47% 0.42 CHF 0.43 CHF 450,000 150,000 450,956 150,319 180,635 CHF 61,715 CHF 98.27% 98.27%
14/05/2024 2.39% 0.40 CHF 0.41 CHF 600,000 200,000 465,413 155,138 192,685 CHF 65,780 CHF 96.47% 96.47%
13/05/2024 2.44% 0.41 CHF 0.42 CHF 450,000 150,000 479,613 159,871 193,986 CHF 66,261 CHF 92.81% 92.81%
10/05/2024 2.27% 0.42 CHF 0.43 CHF 450,000 150,000 450,000 150,000 195,640 CHF 66,713 CHF 98.70% 98.70%
08/05/2024 2.82% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 210,110 CHF 72,037 CHF 96.85% 96.85%
07/05/2024 3.09% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 191,463 CHF 65,821 CHF 96.95% 96.95%

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