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 3.39% 0.31 CHF 0.32 CHF 175,000 175,000 181,217 181,218 52,556 CHF 54,368 CHF 99.91% 99.91%
15/05/2024 3.46% 0.30 CHF 0.31 CHF 175,000 175,000 192,275 192,275 54,527 CHF 56,450 CHF 100.00% 100.00%
14/05/2024 3.53% 0.29 CHF 0.30 CHF 200,000 200,000 198,960 198,960 55,408 CHF 57,397 CHF 99.76% 99.76%
13/05/2024 3.69% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 53,239 CHF 55,239 CHF 100.00% 100.00%
10/05/2024 3.74% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 52,490 CHF 54,490 CHF 100.00% 100.00%
08/05/2024 3.77% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 52,034 CHF 54,034 CHF 96.88% 96.88%
07/05/2024 3.74% 0.27 CHF 0.28 CHF 200,000 200,000 200,000 200,000 52,467 CHF 54,467 CHF 99.83% 99.83%
06/05/2024 3.92% 0.26 CHF 0.27 CHF 200,000 200,000 201,566 201,566 50,441 CHF 52,457 CHF 99.76% 99.76%
03/05/2024 3.94% 0.24 CHF 0.25 CHF 200,000 200,000 201,821 201,822 50,263 CHF 52,281 CHF 100.00% 100.00%
02/05/2024 3.78% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 51,970 CHF 53,970 CHF 100.00% 100.00%

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