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 4.27% 0.26 CHF 0.27 CHF 114,000 114,000 112,900 112,900 26,197 CHF 27,328 CHF 100.00% 100.00%
14/05/2024 4.63% 0.20 CHF 0.21 CHF 110,000 110,000 112,371 112,371 24,388 CHF 25,512 CHF 100.00% 100.00%
13/05/2024 3.34% 0.27 CHF 0.28 CHF 116,000 116,000 117,699 117,699 34,703 CHF 35,880 CHF 100.00% 100.00%
10/05/2024 3.51% 0.29 CHF 0.30 CHF 118,000 118,000 116,503 116,503 32,649 CHF 33,814 CHF 100.00% 100.00%
08/05/2024 3.45% 0.29 CHF 0.30 CHF 118,000 118,000 118,000 118,000 33,608 CHF 34,788 CHF 98.98% 98.98%
07/05/2024 3.35% 0.29 CHF 0.30 CHF 118,000 118,000 117,952 117,952 34,664 CHF 35,844 CHF 99.66% 99.66%
06/05/2024 3.21% 0.30 CHF 0.31 CHF 118,000 118,000 119,039 119,039 36,566 CHF 37,756 CHF 100.00% 100.00%
03/05/2024 3.19% 0.32 CHF 0.33 CHF 120,000 120,000 119,782 119,782 36,944 CHF 38,142 CHF 99.99% 99.99%
02/05/2024 3.30% 0.32 CHF 0.33 CHF 120,000 120,000 118,315 118,315 35,330 CHF 36,513 CHF 99.99% 99.99%
30/04/2024 3.07% 0.33 CHF 0.34 CHF 120,000 120,000 119,938 119,938 38,506 CHF 39,706 CHF 100.00% 100.00%

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