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 1.88% 0.55 CHF 0.56 CHF 750,000 100,000 750,711 100,000 396,898 CHF 53,873 CHF 99.17% 99.17%
15/05/2024 1.85% 0.53 CHF 0.54 CHF 750,000 100,000 750,000 100,000 401,663 CHF 54,555 CHF 99.17% 99.17%
14/05/2024 1.88% 0.52 CHF 0.53 CHF 750,000 100,000 750,000 100,000 394,729 CHF 53,631 CHF 99.16% 99.16%
13/05/2024 1.89% 0.52 CHF 0.53 CHF 750,000 100,000 750,000 100,000 393,416 CHF 53,456 CHF 98.58% 98.58%
10/05/2024 1.94% 0.53 CHF 0.54 CHF 750,000 100,000 755,323 100,000 386,030 CHF 52,123 CHF 99.17% 99.17%
08/05/2024 2.27% 0.45 CHF 0.46 CHF 900,000 100,000 900,000 100,000 391,489 CHF 44,499 CHF 99.17% 99.17%
07/05/2024 2.21% 0.43 CHF 0.44 CHF 900,000 100,000 900,000 100,000 402,691 CHF 45,743 CHF 97.94% 97.94%
06/05/2024 2.41% 0.42 CHF 0.43 CHF 900,000 100,000 900,000 100,000 368,413 CHF 41,935 CHF 99.17% 99.17%
03/05/2024 2.46% 0.40 CHF 0.41 CHF 900,000 100,000 900,000 100,000 362,133 CHF 41,237 CHF 99.16% 99.16%
02/05/2024 2.47% 0.40 CHF 0.41 CHF 900,000 100,000 900,000 100,000 360,660 CHF 41,073 CHF 99.15% 99.15%

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