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 3.36% 0.30 CHF 0.31 CHF 245,000 245,000 243,954 243,954 71,507 CHF 73,947 CHF 100.00% 100.00%
13/05/2024 3.02% 0.31 CHF 0.32 CHF 245,000 245,000 248,927 248,927 81,081 CHF 83,570 CHF 100.00% 100.00%
10/05/2024 2.84% 0.34 CHF 0.35 CHF 250,000 250,000 250,893 250,893 87,054 CHF 89,563 CHF 100.00% 100.00%
08/05/2024 2.73% 0.35 CHF 0.36 CHF 255,000 255,000 253,866 253,866 91,950 CHF 94,489 CHF 98.83% 98.83%
07/05/2024 3.15% 0.30 CHF 0.31 CHF 245,000 245,000 247,721 247,721 77,532 CHF 80,011 CHF 97.92% 97.92%
06/05/2024 3.20% 0.31 CHF 0.32 CHF 250,000 250,000 247,765 247,765 76,352 CHF 78,830 CHF 100.00% 100.00%
03/05/2024 3.03% 0.33 CHF 0.34 CHF 250,000 250,000 248,969 248,969 81,027 CHF 83,517 CHF 100.00% 100.00%
02/05/2024 2.99% 0.33 CHF 0.34 CHF 250,000 250,000 248,969 248,969 81,958 CHF 84,448 CHF 100.00% 100.00%
30/04/2024 3.30% 0.33 CHF 0.34 CHF 250,000 250,000 245,385 245,385 73,616 CHF 76,071 CHF 100.00% 100.00%
29/04/2024 4.20% 0.24 CHF 0.25 CHF 240,000 240,000 238,963 238,963 55,769 CHF 58,160 CHF 100.00% 100.00%

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