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
27/05/2024 2.57% 0.38 CHF 0.39 CHF 270,000 270,000 268,686 268,686 103,466 CHF 106,155 CHF 99.43% 99.43%
24/05/2024 2.48% 0.39 CHF 0.40 CHF 270,000 270,000 269,508 269,508 107,475 CHF 110,170 CHF 100.00% 100.00%
23/05/2024 2.55% 0.40 CHF 0.41 CHF 270,000 270,000 267,872 267,872 104,566 CHF 107,256 CHF 99.99% 99.99%
22/05/2024 2.52% 0.39 CHF 0.40 CHF 270,000 270,000 268,936 268,936 105,334 CHF 108,023 CHF 100.00% 100.00%
21/05/2024 2.74% 0.35 CHF 0.36 CHF 265,000 265,000 265,994 265,994 95,899 CHF 98,562 CHF 100.00% 100.00%
17/05/2024 3.04% 0.33 CHF 0.34 CHF 265,000 265,000 263,879 263,879 85,583 CHF 88,221 CHF 100.00% 100.00%
16/05/2024 3.20% 0.32 CHF 0.33 CHF 265,000 265,000 260,483 260,483 80,195 CHF 82,802 CHF 100.00% 100.00%
15/05/2024 3.27% 0.31 CHF 0.32 CHF 245,000 245,000 244,010 244,010 73,707 CHF 76,152 CHF 100.00% 100.00%
14/05/2024 3.42% 0.29 CHF 0.30 CHF 245,000 245,000 243,925 243,925 70,174 CHF 72,614 CHF 100.00% 100.00%
13/05/2024 3.09% 0.31 CHF 0.32 CHF 245,000 245,000 248,927 248,927 79,389 CHF 81,879 CHF 100.00% 100.00%

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