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
14/05/2024 1.51% 0.65 CHF 0.66 CHF 450,000 150,000 450,000 150,000 294,950 CHF 99,817 CHF 99.12% 99.12%
13/05/2024 1.43% 0.70 CHF 0.71 CHF 450,000 150,000 450,000 150,000 313,329 CHF 105,943 CHF 95.27% 95.27%
10/05/2024 1.45% 0.70 CHF 0.71 CHF 450,000 150,000 450,000 150,000 307,713 CHF 104,071 CHF 99.25% 99.25%
08/05/2024 1.71% 0.57 CHF 0.58 CHF 600,000 200,000 600,000 200,000 348,834 CHF 118,278 CHF 99.12% 99.12%
07/05/2024 1.92% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 310,676 CHF 105,559 CHF 99.08% 99.08%
06/05/2024 1.88% 0.54 CHF 0.55 CHF 600,000 200,000 600,000 200,000 316,461 CHF 107,487 CHF 99.03% 99.03%
03/05/2024 2.03% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 293,586 CHF 99,862 CHF 99.03% 99.03%
02/05/2024 2.10% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 283,386 CHF 96,462 CHF 98.84% 98.84%
30/04/2024 1.92% 0.49 CHF 0.50 CHF 600,000 200,000 600,000 200,000 310,368 CHF 105,456 CHF 99.19% 99.19%
29/04/2024 1.88% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 315,341 CHF 107,114 CHF 99.10% 99.10%

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