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
16/05/2024 1.09% 0.89 CHF 0.90 CHF 280,000 280,000 279,588 279,588 256,817 CHF 259,617 CHF 100.00% 100.00%
15/05/2024 1.17% 0.91 CHF 0.92 CHF 300,000 300,000 299,446 299,446 255,035 CHF 258,035 CHF 99.61% 99.61%
14/05/2024 1.32% 0.77 CHF 0.78 CHF 300,000 300,000 300,000 300,000 225,717 CHF 228,717 CHF 99.71% 99.71%
13/05/2024 1.32% 0.73 CHF 0.74 CHF 300,000 300,000 300,000 300,000 225,964 CHF 228,964 CHF 99.37% 99.37%
10/05/2024 1.14% 0.84 CHF 0.85 CHF 300,000 300,000 300,000 300,000 262,146 CHF 265,146 CHF 99.99% 99.99%
08/05/2024 1.63% 0.61 CHF 0.62 CHF 300,000 300,000 300,000 300,000 182,819 CHF 185,819 CHF 99.29% 99.29%
07/05/2024 1.56% 0.64 CHF 0.65 CHF 300,000 300,000 300,000 300,000 191,403 CHF 194,403 CHF 100.00% 100.00%
06/05/2024 1.51% 0.66 CHF 0.67 CHF 300,000 300,000 300,000 300,000 196,708 CHF 199,708 CHF 100.00% 100.00%
03/05/2024 1.68% 0.57 CHF 0.58 CHF 300,000 300,000 300,000 300,000 177,159 CHF 180,159 CHF 98.22% 98.22%
02/05/2024 1.63% 0.61 CHF 0.62 CHF 300,000 300,000 300,000 300,000 182,238 CHF 185,238 CHF 100.00% 100.00%

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