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
16/05/2024 2.66% 0.38 CHF 0.39 CHF 150,000 150,000 149,476 149,476 55,528 CHF 57,023 CHF 99.23% 99.23%
15/05/2024 2.97% 0.35 CHF 0.36 CHF 150,000 150,000 167,847 167,847 55,692 CHF 57,370 CHF 99.39% 99.39%
14/05/2024 2.98% 0.31 CHF 0.32 CHF 175,000 175,000 163,505 163,505 54,043 CHF 55,678 CHF 99.14% 99.14%
13/05/2024 2.23% 0.43 CHF 0.44 CHF 125,000 125,000 124,485 124,485 55,283 CHF 56,528 CHF 99.39% 99.39%
10/05/2024 1.99% 0.52 CHF 0.53 CHF 100,000 100,000 112,914 112,914 56,076 CHF 57,205 CHF 99.39% 99.39%
08/05/2024 1.92% 0.50 CHF 0.51 CHF 100,000 100,000 100,600 100,600 51,820 CHF 52,826 CHF 99.38% 99.38%
07/05/2024 2.09% 0.46 CHF 0.47 CHF 125,000 125,000 124,207 124,207 58,885 CHF 60,127 CHF 99.23% 99.23%
06/05/2024 1.96% 0.51 CHF 0.52 CHF 100,000 100,000 108,982 108,982 55,029 CHF 56,119 CHF 99.19% 99.19%
03/05/2024 1.78% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 55,811 CHF 56,811 CHF 99.38% 99.38%
02/05/2024 1.65% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 60,174 CHF 61,174 CHF 99.39% 99.39%

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