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 3.49% 0.35 CHF 0.36 CHF 750,000 250,000 750,000 250,000 211,704 CHF 73,068 CHF 96.85% 96.85%
15/05/2024 5.13% 0.24 CHF 0.25 CHF 750,000 250,000 871,968 290,656 165,891 CHF 58,204 CHF 98.91% 98.91%
14/05/2024 6.32% 0.17 CHF 0.18 CHF 900,000 300,000 915,309 315,309 140,505 CHF 51,502 CHF 98.30% 98.30%
13/05/2024 5.68% 0.18 CHF 0.19 CHF 900,000 300,000 900,000 300,000 154,009 CHF 54,336 CHF 98.08% 98.08%
10/05/2024 5.03% 0.17 CHF 0.18 CHF 900,000 300,000 900,000 300,000 174,884 CHF 61,295 CHF 97.71% 97.71%
08/05/2024 4.64% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 189,926 CHF 66,309 CHF 97.97% 97.97%
07/05/2024 4.26% 0.25 CHF 0.26 CHF 900,000 300,000 900,000 300,000 206,872 CHF 71,958 CHF 97.79% 97.79%
06/05/2024 4.56% 0.23 CHF 0.24 CHF 900,000 300,000 900,000 300,000 193,780 CHF 67,593 CHF 98.23% 98.23%
03/05/2024 6.30% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 154,237 CHF 65,695 CHF 98.31% 98.31%
02/05/2024 6.06% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 161,213 CHF 68,485 CHF 97.56% 97.56%

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