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
14/05/2024 1.79% 0.54 CHF 0.55 CHF 450,000 150,000 450,000 150,000 249,112 CHF 84,537 CHF 99.15% 99.15%
13/05/2024 1.66% 0.60 CHF 0.61 CHF 450,000 150,000 450,000 150,000 268,888 CHF 91,129 CHF 95.27% 95.27%
10/05/2024 1.70% 0.60 CHF 0.61 CHF 450,000 150,000 450,000 150,000 262,758 CHF 89,086 CHF 99.24% 99.24%
08/05/2024 2.07% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 286,636 CHF 97,545 CHF 99.19% 99.19%
07/05/2024 2.42% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 247,290 CHF 84,430 CHF 99.09% 99.09%
06/05/2024 2.35% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 252,658 CHF 86,220 CHF 99.16% 99.16%
03/05/2024 2.58% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 229,925 CHF 78,642 CHF 99.10% 99.10%
02/05/2024 2.69% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 219,804 CHF 75,268 CHF 98.81% 98.81%
30/04/2024 2.40% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 246,940 CHF 84,313 CHF 99.11% 99.11%
29/04/2024 2.34% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 253,206 CHF 86,402 CHF 99.06% 99.06%

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