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 4.63% 0.22 CHF 0.23 CHF 250,000 250,000 249,219 249,219 52,670 CHF 55,163 CHF 99.90% 99.90%
15/05/2024 4.37% 0.22 CHF 0.23 CHF 250,000 250,000 236,270 236,270 52,888 CHF 55,251 CHF 100.00% 100.00%
14/05/2024 4.10% 0.23 CHF 0.24 CHF 225,000 225,000 222,197 222,197 53,029 CHF 55,251 CHF 99.76% 99.76%
13/05/2024 4.18% 0.24 CHF 0.25 CHF 225,000 225,000 226,042 226,042 52,946 CHF 55,206 CHF 100.00% 100.00%
10/05/2024 4.12% 0.24 CHF 0.25 CHF 225,000 225,000 223,863 223,863 53,193 CHF 55,431 CHF 100.00% 100.00%
08/05/2024 3.91% 0.25 CHF 0.26 CHF 200,000 200,000 200,603 200,603 50,321 CHF 52,327 CHF 96.89% 96.89%
07/05/2024 4.03% 0.24 CHF 0.25 CHF 225,000 225,000 216,665 216,664 52,635 CHF 54,801 CHF 99.83% 99.83%
06/05/2024 4.26% 0.23 CHF 0.24 CHF 225,000 225,000 228,332 228,331 52,396 CHF 54,679 CHF 99.76% 99.76%
03/05/2024 4.10% 0.23 CHF 0.24 CHF 225,000 225,000 217,268 217,269 51,872 CHF 54,045 CHF 99.99% 99.99%
02/05/2024 3.55% 0.28 CHF 0.29 CHF 200,000 200,000 199,508 199,508 55,152 CHF 57,147 CHF 100.00% 100.00%

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