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 2.51% 0.38 CHF 0.39 CHF 150,000 150,000 138,505 138,505 54,531 CHF 55,916 CHF 99.64% 99.64%
22/05/2024 2.53% 0.39 CHF 0.40 CHF 150,000 150,000 149,471 149,471 58,229 CHF 59,724 CHF 98.47% 98.47%
21/05/2024 2.69% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 55,035 CHF 56,535 CHF 100.00% 100.00%
17/05/2024 2.86% 0.35 CHF 0.36 CHF 150,000 150,000 150,153 150,153 51,715 CHF 53,217 CHF 100.00% 100.00%
16/05/2024 3.28% 0.32 CHF 0.33 CHF 175,000 175,000 177,604 177,604 53,257 CHF 55,033 CHF 99.91% 99.91%
15/05/2024 3.36% 0.30 CHF 0.31 CHF 175,000 175,000 176,573 176,574 51,613 CHF 53,379 CHF 100.00% 100.00%
14/05/2024 3.45% 0.29 CHF 0.30 CHF 175,000 175,000 187,072 187,072 53,221 CHF 55,091 CHF 99.77% 99.77%
13/05/2024 3.67% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 53,578 CHF 55,578 CHF 100.00% 100.00%
10/05/2024 3.74% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 52,523 CHF 54,523 CHF 100.00% 100.00%
08/05/2024 3.78% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 51,925 CHF 53,925 CHF 96.88% 96.88%

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