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
15/05/2024 4.94% 0.19 CHF 0.20 CHF 750,000 250,000 759,552 253,184 150,189 CHF 52,595 CHF 93.01% 93.01%
14/05/2024 4.58% 0.21 CHF 0.22 CHF 750,000 250,000 750,000 250,000 159,904 CHF 55,801 CHF 91.38% 91.38%
13/05/2024 5.41% 0.19 CHF 0.20 CHF 750,000 250,000 759,986 253,329 136,675 CHF 48,092 CHF 85.90% 85.90%
10/05/2024 5.98% 0.16 CHF 0.17 CHF 900,000 300,000 900,000 300,000 146,166 CHF 51,722 CHF 87.19% 87.19%
08/05/2024 6.09% 0.16 CHF 0.17 CHF 900,000 300,000 900,011 300,236 143,930 CHF 51,012 CHF 97.70% 97.70%
07/05/2024 4.55% 0.23 CHF 0.24 CHF 750,000 250,000 750,000 250,000 161,024 CHF 56,175 CHF 86.76% 86.76%
06/05/2024 4.38% 0.22 CHF 0.23 CHF 750,000 250,000 750,000 250,000 167,693 CHF 58,398 CHF 85.91% 85.91%
03/05/2024 4.63% 0.21 CHF 0.22 CHF 750,000 250,000 750,000 250,000 158,280 CHF 55,260 CHF 92.03% 92.03%
02/05/2024 4.61% 0.21 CHF 0.22 CHF 750,000 250,000 750,000 250,000 159,232 CHF 55,577 CHF 91.98% 91.98%
30/04/2024 3.93% 0.22 CHF 0.23 CHF 750,000 250,000 652,846 217,615 162,955 CHF 56,495 CHF 98.30% 98.30%

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