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
17/05/2024 3.89% 0.25 CHF 0.26 CHF 750,000 250,000 699,036 233,012 176,176 CHF 61,055 CHF 97.32% 97.32%
16/05/2024 3.56% 0.26 CHF 0.27 CHF 600,000 200,000 600,000 200,000 165,905 CHF 57,302 CHF 98.56% 98.56%
15/05/2024 2.98% 0.31 CHF 0.32 CHF 450,000 150,000 450,000 150,000 149,333 CHF 51,278 CHF 93.19% 93.19%
14/05/2024 2.72% 0.36 CHF 0.37 CHF 450,000 150,000 450,000 150,000 162,982 CHF 55,827 CHF 91.11% 91.11%
13/05/2024 3.27% 0.32 CHF 0.33 CHF 450,000 150,000 474,905 158,302 142,664 CHF 49,138 CHF 85.86% 85.86%
10/05/2024 3.60% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 163,819 CHF 56,606 CHF 86.89% 86.89%
08/05/2024 3.72% 0.27 CHF 0.28 CHF 600,000 200,000 600,401 200,134 158,925 CHF 54,976 CHF 97.80% 97.80%
07/05/2024 2.88% 0.37 CHF 0.38 CHF 450,000 150,000 593,424 197,808 203,302 CHF 69,745 CHF 86.80% 86.80%
06/05/2024 2.80% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 211,335 CHF 72,445 CHF 85.91% 85.91%
03/05/2024 2.97% 0.33 CHF 0.34 CHF 600,000 200,000 600,000 200,000 198,964 CHF 68,321 CHF 92.07% 92.07%

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