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 4.20% 0.22 CHF 0.23 CHF 225,000 225,000 228,067 228,067 53,128 CHF 55,409 CHF 100.00% 100.00%
14/05/2024 3.84% 0.24 CHF 0.25 CHF 200,000 200,000 203,189 203,188 51,858 CHF 53,890 CHF 99.77% 99.77%
13/05/2024 4.00% 0.25 CHF 0.26 CHF 225,000 225,000 210,846 210,846 51,672 CHF 53,781 CHF 100.00% 100.00%
10/05/2024 3.95% 0.25 CHF 0.26 CHF 200,000 200,000 207,816 207,816 51,554 CHF 53,632 CHF 100.00% 100.00%
08/05/2024 3.70% 0.27 CHF 0.28 CHF 200,000 200,000 200,000 200,000 53,137 CHF 55,137 CHF 96.89% 96.89%
07/05/2024 3.90% 0.25 CHF 0.26 CHF 200,000 200,000 203,330 203,330 51,179 CHF 53,213 CHF 99.83% 99.83%
06/05/2024 4.17% 0.24 CHF 0.25 CHF 225,000 225,000 226,565 226,564 53,240 CHF 55,506 CHF 99.76% 99.76%
03/05/2024 3.97% 0.23 CHF 0.24 CHF 225,000 225,000 210,207 210,207 51,879 CHF 53,981 CHF 99.99% 99.99%
02/05/2024 3.31% 0.30 CHF 0.31 CHF 175,000 175,000 175,000 175,000 51,965 CHF 53,715 CHF 100.00% 100.00%
30/04/2024 3.27% 0.34 CHF 0.35 CHF 175,000 175,000 177,860 177,860 53,478 CHF 55,256 CHF 100.00% 100.00%

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