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
13/05/2024 2.40% 0.43 CHF 0.44 CHF 245,000 245,000 248,927 248,927 102,666 CHF 105,155 CHF 100.00% 100.00%
10/05/2024 2.52% 0.39 CHF 0.40 CHF 250,000 250,000 250,892 250,892 98,192 CHF 100,701 CHF 100.00% 100.00%
08/05/2024 2.63% 0.38 CHF 0.39 CHF 255,000 255,000 253,863 253,863 95,498 CHF 98,037 CHF 98.83% 98.83%
07/05/2024 2.33% 0.44 CHF 0.45 CHF 245,000 245,000 247,712 247,712 105,303 CHF 107,782 CHF 97.92% 97.92%
06/05/2024 2.30% 0.42 CHF 0.43 CHF 250,000 250,000 247,765 247,765 106,546 CHF 109,024 CHF 100.00% 100.00%
03/05/2024 2.39% 0.41 CHF 0.42 CHF 250,000 250,000 248,969 248,969 102,826 CHF 105,316 CHF 99.99% 99.99%
02/05/2024 2.41% 0.41 CHF 0.42 CHF 250,000 250,000 248,969 248,969 102,237 CHF 104,726 CHF 100.00% 100.00%
30/04/2024 2.24% 0.42 CHF 0.43 CHF 250,000 250,000 245,395 245,395 108,378 CHF 110,833 CHF 100.00% 100.00%
29/04/2024 1.95% 0.51 CHF 0.52 CHF 240,000 240,000 238,962 238,962 121,449 CHF 123,839 CHF 100.00% 100.00%
26/04/2024 2.03% 0.50 CHF 0.51 CHF 240,000 240,000 239,032 239,032 116,558 CHF 118,948 CHF 99.62% 99.62%

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