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 3.14% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 187,981 CHF 64,660 CHF 99.72% 99.72%
14/05/2024 3.22% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 183,215 CHF 63,072 CHF 99.61% 99.61%
13/05/2024 3.25% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 181,549 CHF 62,516 CHF 98.71% 98.71%
10/05/2024 3.28% 0.29 CHF 0.30 CHF 600,000 200,000 600,020 200,007 180,205 CHF 62,069 CHF 99.72% 99.72%
08/05/2024 3.33% 0.31 CHF 0.32 CHF 750,000 250,000 749,032 249,677 221,127 CHF 76,206 CHF 94.58% 94.58%
07/05/2024 3.46% 0.29 CHF 0.30 CHF 750,000 250,000 746,076 248,692 211,947 CHF 73,136 CHF 98.02% 98.02%
06/05/2024 3.59% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 205,367 CHF 70,956 CHF 95.25% 95.25%
03/05/2024 3.63% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 203,036 CHF 70,179 CHF 98.57% 98.57%
02/05/2024 3.39% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 217,509 CHF 75,003 CHF 99.56% 99.56%
30/04/2024 3.33% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 221,593 CHF 76,364 CHF 98.47% 98.47%

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