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 2.09% 0.50 CHF 0.51 CHF 114,000 114,000 112,902 112,902 53,905 CHF 55,037 CHF 100.00% 100.00%
14/05/2024 2.15% 0.44 CHF 0.45 CHF 110,000 110,000 112,372 112,372 51,956 CHF 53,080 CHF 99.99% 99.99%
13/05/2024 1.84% 0.51 CHF 0.52 CHF 116,000 116,000 117,699 117,699 63,429 CHF 64,606 CHF 100.00% 100.00%
10/05/2024 1.90% 0.54 CHF 0.55 CHF 118,000 118,000 116,503 116,503 60,840 CHF 62,005 CHF 100.00% 100.00%
08/05/2024 1.87% 0.53 CHF 0.54 CHF 118,000 118,000 117,994 117,994 62,622 CHF 63,802 CHF 98.99% 98.99%
07/05/2024 1.84% 0.54 CHF 0.55 CHF 118,000 118,000 117,951 117,951 63,482 CHF 64,663 CHF 99.66% 99.66%
06/05/2024 1.80% 0.54 CHF 0.55 CHF 118,000 118,000 119,039 119,039 65,648 CHF 66,838 CHF 100.00% 100.00%
03/05/2024 1.79% 0.56 CHF 0.57 CHF 120,000 120,000 119,782 119,782 66,141 CHF 67,338 CHF 100.00% 100.00%
02/05/2024 1.83% 0.56 CHF 0.57 CHF 120,000 120,000 118,315 118,315 64,137 CHF 65,320 CHF 100.00% 100.00%
30/04/2024 1.75% 0.57 CHF 0.58 CHF 120,000 120,000 119,943 119,943 67,823 CHF 69,023 CHF 100.00% 100.00%

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