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
23/05/2024 3.76% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 195,604 CHF 67,702 CHF 96.05% 96.05%
22/05/2024 3.41% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 216,495 CHF 74,665 CHF 99.55% 99.55%
21/05/2024 3.56% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 207,237 CHF 71,579 CHF 97.01% 97.01%
17/05/2024 2.86% 0.36 CHF 0.37 CHF 450,000 150,000 450,000 150,000 155,042 CHF 53,181 CHF 99.60% 99.60%
16/05/2024 3.01% 0.33 CHF 0.34 CHF 450,000 150,000 489,918 163,306 160,228 CHF 55,042 CHF 99.57% 99.57%
15/05/2024 2.89% 0.34 CHF 0.35 CHF 450,000 150,000 515,083 171,694 175,272 CHF 60,141 CHF 99.48% 99.48%
14/05/2024 3.06% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 193,168 CHF 66,389 CHF 99.56% 99.56%
13/05/2024 2.98% 0.33 CHF 0.34 CHF 600,000 200,000 595,132 198,377 196,800 CHF 67,584 CHF 99.01% 99.01%
10/05/2024 3.14% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 188,446 CHF 64,816 CHF 99.37% 99.37%
08/05/2024 3.94% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 149,623 CHF 51,874 CHF 99.53% 99.53%

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