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
14/05/2024 5.26% 0.18 CHF 0.19 CHF 750,000 250,000 750,000 250,000 139,049 CHF 48,850 CHF 99.58% 99.58%
13/05/2024 5.34% 0.18 CHF 0.19 CHF 750,000 250,000 764,841 254,947 139,463 CHF 49,037 CHF 98.60% 98.60%
10/05/2024 5.34% 0.18 CHF 0.19 CHF 900,000 300,000 868,368 289,456 158,234 CHF 55,639 CHF 99.72% 99.72%
08/05/2024 5.40% 0.19 CHF 0.20 CHF 900,000 300,000 900,000 300,000 162,199 CHF 57,067 CHF 94.63% 94.63%
07/05/2024 5.62% 0.18 CHF 0.19 CHF 900,000 300,000 900,000 300,000 155,928 CHF 54,976 CHF 98.02% 98.02%
06/05/2024 5.88% 0.18 CHF 0.19 CHF 900,000 300,000 900,000 300,000 148,751 CHF 52,584 CHF 95.46% 95.46%
03/05/2024 5.88% 0.16 CHF 0.17 CHF 900,000 300,000 900,000 300,000 148,646 CHF 52,549 CHF 98.63% 98.63%
02/05/2024 5.42% 0.17 CHF 0.18 CHF 900,000 300,000 900,000 300,000 161,889 CHF 56,963 CHF 99.60% 99.60%
30/04/2024 5.27% 0.18 CHF 0.19 CHF 900,000 300,000 900,000 300,000 166,615 CHF 58,538 CHF 98.62% 98.62%
29/04/2024 5.25% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 167,733 CHF 58,911 CHF 98.05% 98.05%

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