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 3.16% 0.32 CHF 0.33 CHF 600,000 200,000 664,439 221,480 206,802 CHF 71,149 CHF 97.18% 97.18%
15/05/2024 3.41% 0.30 CHF 0.31 CHF 750,000 250,000 748,878 249,626 216,190 CHF 74,560 CHF 98.29% 98.29%
14/05/2024 3.28% 0.29 CHF 0.30 CHF 750,000 250,000 747,582 249,194 224,093 CHF 77,190 CHF 97.33% 97.33%
13/05/2024 3.38% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 218,339 CHF 75,280 CHF 92.32% 92.32%
10/05/2024 3.18% 0.30 CHF 0.31 CHF 750,000 250,000 732,501 244,167 226,804 CHF 78,043 CHF 98.72% 98.72%
08/05/2024 3.90% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 188,442 CHF 65,314 CHF 96.47% 96.47%
07/05/2024 4.27% 0.25 CHF 0.26 CHF 750,000 250,000 824,414 274,805 188,919 CHF 65,721 CHF 96.94% 96.94%
06/05/2024 4.72% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 186,243 CHF 65,081 CHF 90.69% 90.69%
03/05/2024 4.97% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 176,738 CHF 61,913 CHF 94.33% 94.33%
02/05/2024 4.97% 0.19 CHF 0.20 CHF 900,000 300,000 900,000 300,000 176,515 CHF 61,838 CHF 97.77% 97.77%

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