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
15/05/2024 3.80% 0.27 CHF 0.28 CHF 600,000 200,000 599,308 199,769 154,874 CHF 53,622 CHF 99.26% 99.26%
14/05/2024 3.92% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 150,267 CHF 52,089 CHF 99.13% 99.13%
13/05/2024 3.39% 0.29 CHF 0.30 CHF 450,000 150,000 515,406 171,802 149,431 CHF 51,529 CHF 95.27% 95.27%
10/05/2024 3.55% 0.29 CHF 0.30 CHF 600,000 200,000 597,822 199,274 165,909 CHF 57,296 CHF 99.25% 99.25%
08/05/2024 5.12% 0.18 CHF 0.19 CHF 600,000 200,000 639,621 213,207 121,771 CHF 42,722 CHF 99.11% 99.11%
07/05/2024 6.94% 0.18 CHF 0.19 CHF 750,000 250,000 796,597 265,532 112,817 CHF 40,261 CHF 99.10% 99.10%
06/05/2024 6.77% 0.15 CHF 0.16 CHF 750,000 250,000 750,000 250,000 107,411 CHF 38,304 CHF 99.07% 99.07%
03/05/2024 8.04% 0.13 CHF 0.14 CHF 750,000 250,000 842,042 280,681 100,729 CHF 36,383 CHF 99.13% 99.13%
02/05/2024 8.91% 0.11 CHF 0.12 CHF 900,000 300,000 900,000 300,000 96,717 CHF 35,239 CHF 98.84% 98.84%
30/04/2024 7.01% 0.12 CHF 0.13 CHF 900,000 300,000 752,418 250,806 103,604 CHF 37,043 CHF 99.16% 99.16%

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