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 3.99% 0.67 CHF 0.68 CHF 80,000 50,000 84,153 30,434 53,376 CHF 20,228 CHF 99.64% 99.64%
14/05/2024 4.32% 0.62 CHF 0.63 CHF 90,000 50,000 89,917 30,476 52,401 CHF 18,593 CHF 98.85% 98.85%
13/05/2024 5.30% 0.49 CHF 0.50 CHF 110,000 50,000 111,546 30,708 51,869 CHF 14,975 CHF 94.87% 94.87%
10/05/2024 4.23% 0.57 CHF 0.58 CHF 90,000 50,000 90,454 30,306 53,485 CHF 18,521 CHF 98.46% 98.46%
08/05/2024 3.87% 0.65 CHF 0.66 CHF 80,000 50,000 80,341 30,434 52,008 CHF 20,372 CHF 99.66% 99.66%
07/05/2024 4.28% 0.69 CHF 0.70 CHF 80,000 50,000 87,831 30,433 52,377 CHF 19,265 CHF 99.66% 99.66%
06/05/2024 4.39% 0.55 CHF 0.56 CHF 100,000 50,000 92,682 30,963 51,865 CHF 17,999 CHF 90.80% 90.80%
03/05/2024 4.44% 0.49 CHF 0.50 CHF 110,000 50,000 93,643 30,413 51,851 CHF 17,314 CHF 99.55% 99.55%
02/05/2024 4.93% 0.52 CHF 0.53 CHF 100,000 50,000 101,593 30,422 51,645 CHF 16,252 CHF 99.61% 99.61%
30/04/2024 5.70% 0.51 CHF 0.56 CHF 5,000 5,000 85,501 23,512 46,412 CHF 13,501 CHF 97.15% 97.15%

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