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 3.54% 0.31 CHF 0.32 CHF 114,000 114,000 112,899 112,899 31,672 CHF 32,803 CHF 100.00% 100.00%
14/05/2024 3.76% 0.24 CHF 0.25 CHF 110,000 110,000 112,371 112,371 29,878 CHF 31,002 CHF 99.99% 99.99%
13/05/2024 2.88% 0.32 CHF 0.33 CHF 116,000 116,000 117,699 117,699 40,362 CHF 41,539 CHF 100.00% 100.00%
10/05/2024 3.00% 0.34 CHF 0.35 CHF 118,000 118,000 116,503 116,503 38,257 CHF 39,422 CHF 100.00% 100.00%
08/05/2024 2.95% 0.34 CHF 0.35 CHF 118,000 118,000 117,994 117,994 39,355 CHF 40,535 CHF 99.00% 99.00%
07/05/2024 2.88% 0.34 CHF 0.35 CHF 118,000 118,000 117,954 117,954 40,444 CHF 41,624 CHF 99.66% 99.66%
06/05/2024 2.77% 0.35 CHF 0.36 CHF 118,000 118,000 119,039 119,039 42,412 CHF 43,602 CHF 100.00% 100.00%
03/05/2024 2.76% 0.37 CHF 0.38 CHF 120,000 120,000 119,782 119,782 42,795 CHF 43,993 CHF 99.99% 99.99%
02/05/2024 2.84% 0.36 CHF 0.37 CHF 120,000 120,000 118,314 118,314 41,074 CHF 42,257 CHF 100.00% 100.00%
30/04/2024 2.67% 0.38 CHF 0.39 CHF 120,000 120,000 119,943 119,943 44,390 CHF 45,590 CHF 100.00% 100.00%

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