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
17/05/2024 2.42% 0.42 CHF 0.43 CHF 600,000 200,000 702,100 234,033 286,770 CHF 97,930 CHF 99.59% 99.59%
16/05/2024 2.64% 0.38 CHF 0.39 CHF 750,000 250,000 750,000 250,000 280,667 CHF 96,056 CHF 93.29% 93.29%
15/05/2024 2.77% 0.37 CHF 0.38 CHF 750,000 250,000 750,000 250,000 266,830 CHF 91,443 CHF 97.62% 97.62%
14/05/2024 2.89% 0.34 CHF 0.35 CHF 750,000 250,000 750,000 250,000 256,211 CHF 87,904 CHF 93.83% 93.83%
13/05/2024 3.06% 0.33 CHF 0.34 CHF 750,000 250,000 750,000 250,000 241,258 CHF 82,919 CHF 92.06% 92.06%
10/05/2024 3.24% 0.31 CHF 0.32 CHF 750,000 250,000 750,000 250,000 227,993 CHF 78,498 CHF 96.32% 96.32%
08/05/2024 3.32% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 222,564 CHF 76,688 CHF 98.88% 98.88%
07/05/2024 4.98% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 176,599 CHF 61,866 CHF 99.54% 99.54%
06/05/2024 5.13% 0.18 CHF 0.19 CHF 1,000,000 400,000 917,081 317,081 174,302 CHF 63,321 CHF 97.29% 97.29%
03/05/2024 5.32% 0.18 CHF 0.19 CHF 1,000,000 400,000 961,854 361,854 176,036 CHF 69,717 CHF 99.29% 99.29%

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