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 2.32% 0.45 CHF 0.46 CHF 114,000 114,000 112,904 112,904 48,375 CHF 49,507 CHF 100.00% 100.00%
14/05/2024 2.41% 0.39 CHF 0.40 CHF 110,000 110,000 112,371 112,371 46,427 CHF 47,551 CHF 99.99% 99.99%
13/05/2024 2.02% 0.46 CHF 0.47 CHF 116,000 116,000 117,699 117,699 57,659 CHF 58,836 CHF 100.00% 100.00%
10/05/2024 2.09% 0.49 CHF 0.50 CHF 118,000 118,000 116,503 116,503 55,157 CHF 56,322 CHF 100.00% 100.00%
08/05/2024 2.06% 0.48 CHF 0.49 CHF 118,000 118,000 118,000 118,000 56,742 CHF 57,922 CHF 98.98% 98.98%
07/05/2024 2.03% 0.49 CHF 0.50 CHF 118,000 118,000 117,951 117,951 57,724 CHF 58,904 CHF 99.66% 99.66%
06/05/2024 1.97% 0.49 CHF 0.50 CHF 118,000 118,000 119,039 119,039 59,837 CHF 61,027 CHF 100.00% 100.00%
03/05/2024 1.97% 0.51 CHF 0.52 CHF 120,000 120,000 119,782 119,782 60,302 CHF 61,500 CHF 100.00% 100.00%
02/05/2024 2.01% 0.51 CHF 0.52 CHF 120,000 120,000 118,315 118,315 58,325 CHF 59,508 CHF 100.00% 100.00%
30/04/2024 1.92% 0.52 CHF 0.53 CHF 120,000 120,000 119,938 119,938 61,942 CHF 63,142 CHF 100.00% 100.00%

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