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 2.20% 0.44 CHF 0.45 CHF 450,000 150,000 450,000 150,000 201,973 CHF 68,825 CHF 99.14% 99.14%
13/05/2024 2.00% 0.50 CHF 0.51 CHF 450,000 150,000 450,000 150,000 222,985 CHF 75,828 CHF 95.26% 95.26%
10/05/2024 2.09% 0.49 CHF 0.50 CHF 450,000 150,000 450,000 150,000 213,618 CHF 72,706 CHF 99.25% 99.25%
08/05/2024 2.75% 0.35 CHF 0.36 CHF 450,000 150,000 450,000 150,000 161,909 CHF 55,470 CHF 99.08% 99.08%
07/05/2024 3.44% 0.34 CHF 0.35 CHF 450,000 150,000 590,743 196,914 171,174 CHF 59,027 CHF 99.08% 99.08%
06/05/2024 3.31% 0.31 CHF 0.32 CHF 600,000 200,000 599,979 199,993 178,359 CHF 61,453 CHF 99.10% 99.10%
03/05/2024 3.80% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 155,620 CHF 53,873 CHF 99.01% 99.01%
02/05/2024 4.09% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 144,042 CHF 50,014 CHF 98.82% 98.82%
30/04/2024 3.45% 0.26 CHF 0.27 CHF 600,000 200,000 600,000 200,000 171,110 CHF 59,037 CHF 99.12% 99.12%
29/04/2024 3.29% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 179,671 CHF 61,891 CHF 99.08% 99.08%

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