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
23/05/2024 6.10% 0.16 CHF 0.17 CHF 350,000 350,000 327,768 327,768 52,101 CHF 55,378 CHF 99.72% 99.72%
22/05/2024 5.12% 0.18 CHF 0.19 CHF 300,000 300,000 273,525 273,525 51,971 CHF 54,706 CHF 98.52% 98.52%
21/05/2024 5.51% 0.20 CHF 0.21 CHF 275,000 275,000 293,237 293,237 51,754 CHF 54,687 CHF 99.69% 99.69%
17/05/2024 2.84% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 52,117 CHF 53,617 CHF 99.66% 99.66%
16/05/2024 2.97% 0.33 CHF 0.34 CHF 150,000 150,000 161,726 161,726 53,498 CHF 55,116 CHF 99.86% 99.86%
15/05/2024 2.88% 0.34 CHF 0.35 CHF 150,000 150,000 153,130 153,130 52,374 CHF 53,906 CHF 100.00% 100.00%
14/05/2024 3.07% 0.35 CHF 0.36 CHF 150,000 150,000 171,982 171,982 55,157 CHF 56,876 CHF 99.77% 99.77%
13/05/2024 2.98% 0.33 CHF 0.34 CHF 175,000 175,000 168,244 168,244 55,562 CHF 57,245 CHF 100.00% 100.00%
10/05/2024 3.13% 0.31 CHF 0.32 CHF 175,000 175,000 175,141 175,141 55,045 CHF 56,796 CHF 100.00% 100.00%
08/05/2024 4.15% 0.24 CHF 0.25 CHF 225,000 225,000 225,998 225,998 53,311 CHF 55,571 CHF 100.00% 100.00%

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