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 3.70% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 159,209 CHF 55,070 CHF 99.70% 99.70%
14/05/2024 3.86% 0.26 CHF 0.27 CHF 600,000 200,000 600,000 200,000 152,334 CHF 52,778 CHF 99.61% 99.61%
13/05/2024 3.90% 0.26 CHF 0.27 CHF 600,000 200,000 600,000 200,000 151,107 CHF 52,369 CHF 98.62% 98.62%
10/05/2024 3.93% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 149,699 CHF 51,900 CHF 99.71% 99.71%
08/05/2024 4.20% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 140,116 CHF 48,705 CHF 94.58% 94.58%
07/05/2024 4.40% 0.23 CHF 0.24 CHF 600,000 200,000 600,000 200,000 133,532 CHF 46,511 CHF 98.01% 98.01%
06/05/2024 4.69% 0.22 CHF 0.23 CHF 600,000 200,000 600,000 200,000 125,013 CHF 43,671 CHF 95.25% 95.25%
03/05/2024 4.81% 0.20 CHF 0.21 CHF 600,000 200,000 600,000 200,000 121,821 CHF 42,607 CHF 98.30% 98.30%
02/05/2024 4.32% 0.21 CHF 0.22 CHF 600,000 200,000 600,000 200,000 136,131 CHF 47,377 CHF 99.56% 99.56%
30/04/2024 4.25% 0.22 CHF 0.23 CHF 600,000 200,000 600,000 200,000 138,346 CHF 48,116 CHF 98.61% 98.61%

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