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
15/05/2024 2.88% 0.35 CHF 0.36 CHF 150,000 150,000 156,175 156,175 53,476 CHF 55,037 CHF 99.39% 99.39%
14/05/2024 3.00% 0.32 CHF 0.33 CHF 175,000 175,000 170,155 170,155 55,933 CHF 57,635 CHF 99.16% 99.16%
13/05/2024 2.51% 0.39 CHF 0.40 CHF 150,000 150,000 141,950 141,950 55,727 CHF 57,146 CHF 99.38% 99.38%
10/05/2024 2.64% 0.40 CHF 0.41 CHF 125,000 125,000 149,720 149,720 55,895 CHF 57,392 CHF 99.39% 99.39%
08/05/2024 4.06% 0.23 CHF 0.24 CHF 225,000 225,000 219,939 219,939 53,038 CHF 55,237 CHF 99.38% 99.38%
07/05/2024 5.74% 0.22 CHF 0.23 CHF 250,000 250,000 309,726 309,725 52,422 CHF 55,519 CHF 99.22% 99.22%
06/05/2024 5.66% 0.19 CHF 0.20 CHF 275,000 275,000 305,306 305,306 52,470 CHF 55,523 CHF 99.20% 99.20%
03/05/2024 6.97% 0.15 CHF 0.16 CHF 350,000 350,000 375,539 375,539 52,037 CHF 55,793 CHF 99.38% 99.38%
02/05/2024 7.66% 0.13 CHF 0.14 CHF 400,000 400,000 411,016 411,016 51,632 CHF 55,742 CHF 99.39% 99.39%
30/04/2024 5.88% 0.14 CHF 0.15 CHF 325,000 325,000 309,797 309,797 51,189 CHF 54,287 CHF 99.43% 99.43%

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