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 1.18% 0.81 CHF 0.82 CHF 200,000 200,000 199,751 199,751 169,022 CHF 171,022 CHF 99.64% 99.64%
15/05/2024 1.30% 0.85 CHF 0.86 CHF 230,000 230,000 229,575 229,575 176,950 CHF 179,250 CHF 99.06% 99.06%
14/05/2024 1.56% 0.67 CHF 0.68 CHF 250,000 250,000 250,000 250,000 159,569 CHF 162,069 CHF 99.70% 99.70%
13/05/2024 1.56% 0.60 CHF 0.61 CHF 210,000 210,000 210,000 210,000 133,614 CHF 135,714 CHF 99.44% 99.44%
10/05/2024 1.25% 0.75 CHF 0.76 CHF 250,000 250,000 250,000 250,000 199,623 CHF 202,123 CHF 100.00% 100.00%
08/05/2024 2.06% 0.49 CHF 0.50 CHF 290,000 290,000 290,000 290,000 139,417 CHF 142,317 CHF 99.29% 99.29%
07/05/2024 1.91% 0.52 CHF 0.53 CHF 270,000 270,000 270,000 270,000 140,413 CHF 143,113 CHF 100.00% 100.00%
06/05/2024 1.81% 0.56 CHF 0.57 CHF 300,000 300,000 300,000 300,000 164,621 CHF 167,621 CHF 100.00% 100.00%
03/05/2024 2.12% 0.45 CHF 0.46 CHF 300,000 300,000 300,000 300,000 140,504 CHF 143,504 CHF 98.15% 98.15%
02/05/2024 2.02% 0.50 CHF 0.51 CHF 300,000 300,000 300,000 300,000 147,206 CHF 150,206 CHF 99.99% 99.99%

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