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 3.09% 0.31 CHF 0.32 CHF 750,000 250,000 750,000 250,000 238,694 CHF 82,065 CHF 98.82% 98.82%
15/05/2024 2.88% 0.33 CHF 0.34 CHF 750,000 250,000 750,000 250,000 256,881 CHF 88,127 CHF 98.95% 98.95%
14/05/2024 3.07% 0.33 CHF 0.34 CHF 750,000 250,000 750,000 250,000 240,629 CHF 82,710 CHF 98.06% 98.06%
13/05/2024 3.12% 0.32 CHF 0.33 CHF 750,000 250,000 750,000 250,000 236,681 CHF 81,394 CHF 95.13% 95.13%
10/05/2024 2.95% 0.31 CHF 0.32 CHF 750,000 250,000 750,000 250,000 250,594 CHF 86,031 CHF 98.82% 98.82%
08/05/2024 2.74% 0.35 CHF 0.36 CHF 750,000 250,000 750,000 250,000 270,176 CHF 92,559 CHF 98.77% 98.77%
07/05/2024 2.71% 0.37 CHF 0.38 CHF 750,000 250,000 750,000 250,000 272,833 CHF 93,444 CHF 99.15% 99.15%
06/05/2024 2.84% 0.35 CHF 0.36 CHF 750,000 250,000 750,000 250,000 260,684 CHF 89,395 CHF 98.79% 98.79%
03/05/2024 2.99% 0.33 CHF 0.34 CHF 750,000 250,000 750,000 250,000 246,942 CHF 84,814 CHF 99.10% 99.10%
02/05/2024 2.98% 0.33 CHF 0.34 CHF 750,000 250,000 750,000 250,000 248,253 CHF 85,251 CHF 98.86% 98.86%

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