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 1.92% 0.64 CHF 0.65 CHF 240,000 240,000 108,393 108,393 59,231 CHF 60,322 CHF 97.45% 97.45%
15/05/2024 2.60% 0.47 CHF 0.48 CHF 280,000 280,000 125,865 125,865 51,297 CHF 52,562 CHF 99.09% 99.09%
14/05/2024 3.10% 0.36 CHF 0.37 CHF 310,000 310,000 134,249 134,249 44,564 CHF 45,914 CHF 98.93% 98.93%
13/05/2024 2.82% 0.38 CHF 0.39 CHF 300,000 300,000 131,783 131,783 47,709 CHF 49,033 CHF 99.60% 99.60%
10/05/2024 2.61% 0.36 CHF 0.37 CHF 300,000 300,000 132,005 132,005 51,336 CHF 52,662 CHF 99.72% 99.72%
08/05/2024 2.49% 0.39 CHF 0.40 CHF 290,000 290,000 128,906 128,906 52,838 CHF 54,132 CHF 98.63% 98.63%
07/05/2024 2.34% 0.46 CHF 0.47 CHF 280,000 280,000 125,618 125,618 55,092 CHF 56,353 CHF 97.06% 97.06%
06/05/2024 2.46% 0.44 CHF 0.45 CHF 320,000 320,000 136,135 136,135 57,325 CHF 58,692 CHF 99.35% 99.35%
03/05/2024 3.31% 0.32 CHF 0.33 CHF 370,000 370,000 161,921 161,921 50,557 CHF 52,182 CHF 98.46% 98.46%
02/05/2024 3.48% 0.28 CHF 0.29 CHF 400,000 400,000 166,866 166,866 47,431 CHF 49,107 CHF 99.05% 99.05%

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