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
24/05/2024 3.48% 0.35 CHF 0.36 CHF 175,000 175,000 191,318 191,318 53,969 CHF 55,882 CHF 100.00% 100.00%
23/05/2024 4.48% 0.22 CHF 0.23 CHF 250,000 250,000 246,105 246,105 53,727 CHF 56,188 CHF 99.68% 99.68%
22/05/2024 4.92% 0.22 CHF 0.23 CHF 250,000 250,000 264,904 264,904 52,599 CHF 55,249 CHF 98.50% 98.50%
21/05/2024 3.54% 0.26 CHF 0.27 CHF 200,000 200,000 191,820 191,820 53,307 CHF 55,226 CHF 100.00% 100.00%
17/05/2024 3.43% 0.31 CHF 0.32 CHF 175,000 175,000 186,965 186,965 53,490 CHF 55,359 CHF 72.51% 72.51%
16/05/2024 3.58% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 54,913 CHF 56,913 CHF 79.50% 79.50%
15/05/2024 3.45% 0.29 CHF 0.30 CHF 200,000 200,000 187,033 187,033 53,246 CHF 55,117 CHF 82.20% 82.20%
14/05/2024 3.40% 0.30 CHF 0.31 CHF 175,000 175,000 180,033 180,033 52,059 CHF 53,859 CHF 88.57% 88.57%
13/05/2024 3.79% 0.27 CHF 0.28 CHF 200,000 200,000 201,429 201,429 52,215 CHF 54,230 CHF 87.71% 87.71%
10/05/2024 4.51% 0.21 CHF 0.22 CHF 250,000 250,000 248,641 248,641 53,900 CHF 56,386 CHF 87.57% 87.57%

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