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 2.50% 0.42 CHF 0.43 CHF 114,000 114,000 112,903 112,903 44,964 CHF 46,096 CHF 100.00% 100.00%
14/05/2024 2.60% 0.36 CHF 0.37 CHF 110,000 110,000 112,371 112,371 43,024 CHF 44,148 CHF 99.99% 99.99%
13/05/2024 2.15% 0.43 CHF 0.44 CHF 116,000 116,000 117,699 117,699 54,155 CHF 55,332 CHF 100.00% 100.00%
10/05/2024 2.23% 0.46 CHF 0.47 CHF 118,000 118,000 116,503 116,503 51,699 CHF 52,864 CHF 100.00% 100.00%
08/05/2024 2.19% 0.45 CHF 0.46 CHF 118,000 118,000 118,000 118,000 53,207 CHF 54,387 CHF 98.98% 98.98%
07/05/2024 2.16% 0.46 CHF 0.47 CHF 118,000 118,000 117,954 117,954 54,228 CHF 55,408 CHF 99.66% 99.66%
06/05/2024 2.09% 0.46 CHF 0.47 CHF 118,000 118,000 119,039 119,039 56,339 CHF 57,530 CHF 100.00% 100.00%
03/05/2024 2.09% 0.48 CHF 0.49 CHF 120,000 120,000 119,782 119,782 56,747 CHF 57,945 CHF 100.00% 100.00%
02/05/2024 2.14% 0.48 CHF 0.49 CHF 120,000 120,000 118,314 118,314 54,806 CHF 55,989 CHF 100.00% 100.00%
30/04/2024 2.03% 0.49 CHF 0.50 CHF 120,000 120,000 119,940 119,940 58,414 CHF 59,614 CHF 100.00% 100.00%

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