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 3.36% 0.32 CHF 0.33 CHF 114,000 114,000 112,899 112,899 33,353 CHF 34,485 CHF 100.00% 100.00%
14/05/2024 3.57% 0.26 CHF 0.27 CHF 110,000 110,000 112,371 112,371 31,488 CHF 32,612 CHF 99.99% 99.99%
13/05/2024 2.76% 0.33 CHF 0.34 CHF 116,000 116,000 117,699 117,699 42,123 CHF 43,300 CHF 100.00% 100.00%
10/05/2024 2.88% 0.35 CHF 0.36 CHF 118,000 118,000 116,503 116,503 39,812 CHF 40,977 CHF 100.00% 100.00%
08/05/2024 2.82% 0.35 CHF 0.36 CHF 118,000 118,000 117,994 117,994 41,329 CHF 42,509 CHF 98.99% 98.99%
07/05/2024 2.77% 0.36 CHF 0.37 CHF 118,000 118,000 117,954 117,954 42,138 CHF 43,319 CHF 99.66% 99.66%
06/05/2024 2.66% 0.36 CHF 0.37 CHF 118,000 118,000 119,039 119,039 44,111 CHF 45,301 CHF 100.00% 100.00%
03/05/2024 2.66% 0.38 CHF 0.39 CHF 120,000 120,000 119,782 119,782 44,492 CHF 45,690 CHF 100.00% 100.00%
02/05/2024 2.73% 0.38 CHF 0.39 CHF 120,000 120,000 118,314 118,314 42,752 CHF 43,935 CHF 100.00% 100.00%
30/04/2024 2.57% 0.39 CHF 0.40 CHF 120,000 120,000 119,942 119,942 46,070 CHF 47,270 CHF 100.00% 100.00%

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