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 2.87% 0.34 CHF 0.35 CHF 225,000 225,000 225,000 225,000 77,319 CHF 79,569 CHF 99.84% 99.84%
15/05/2024 3.10% 0.34 CHF 0.35 CHF 225,000 225,000 225,000 225,000 71,572 CHF 73,822 CHF 99.75% 99.75%
14/05/2024 3.69% 0.29 CHF 0.30 CHF 225,000 225,000 243,027 243,027 64,619 CHF 67,049 CHF 98.97% 98.97%
13/05/2024 3.56% 0.26 CHF 0.27 CHF 250,000 250,000 240,326 240,328 66,265 CHF 68,668 CHF 100.00% 100.00%
10/05/2024 3.54% 0.27 CHF 0.28 CHF 225,000 225,000 241,552 241,552 67,067 CHF 69,483 CHF 100.00% 100.00%
08/05/2024 3.58% 0.27 CHF 0.28 CHF 250,000 250,000 249,480 249,481 68,442 CHF 70,937 CHF 100.00% 100.00%
07/05/2024 4.01% 0.25 CHF 0.26 CHF 250,000 250,000 250,501 250,505 61,431 CHF 63,937 CHF 99.82% 99.82%
06/05/2024 7.03% 0.15 CHF 0.16 CHF 350,000 350,000 379,710 379,712 52,108 CHF 55,906 CHF 99.77% 99.77%
03/05/2024 9.84% 0.12 CHF 0.13 CHF 475,000 475,000 533,675 379,401 51,623 CHF 41,987 CHF 100.00% 100.00%
02/05/2024 12.81% 0.07 CHF 0.08 CHF 725,000 375,000 690,985 358,562 50,473 CHF 29,782 CHF 100.00% 100.00%

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