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 2.91% 0.36 CHF 0.37 CHF 115,302 50,000 114,718 50,000 41,845 CHF 18,788 CHF 97.32% 97.32%
15/05/2024 3.38% 0.34 CHF 0.35 CHF 119,755 50,000 124,911 49,446 40,221 CHF 16,499 CHF 87.52% 87.52%
14/05/2024 3.56% 0.32 CHF 0.33 CHF 125,359 50,000 127,294 49,358 38,875 CHF 15,623 CHF 99.49% 99.49%
13/05/2024 3.95% 0.28 CHF 0.29 CHF 136,196 50,000 142,048 50,000 38,545 CHF 14,119 CHF 100.00% 100.00%
10/05/2024 3.83% 0.28 CHF 0.29 CHF 138,329 50,000 138,154 50,000 37,851 CHF 14,234 CHF 100.00% 100.00%
08/05/2024 3.63% 0.29 CHF 0.30 CHF 135,460 50,000 132,742 50,000 39,558 CHF 15,469 CHF 100.00% 100.00%
07/05/2024 3.53% 0.28 CHF 0.29 CHF 137,931 50,000 134,392 50,000 39,528 CHF 15,246 CHF 98.63% 98.63%
06/05/2024 3.22% 0.31 CHF 0.32 CHF 132,425 50,000 128,091 50,000 41,409 CHF 16,708 CHF 100.00% 100.00%
03/05/2024 2.99% 0.32 CHF 0.34 CHF 126,911 50,000 120,027 50,000 42,515 CHF 18,256 CHF 98.64% 98.64%
02/05/2024 3.13% 0.35 CHF 0.36 CHF 120,308 50,000 120,706 50,000 41,484 CHF 17,730 CHF 99.13% 99.13%

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