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 2.35% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 252,456 CHF 86,152 CHF 99.27% 99.27%
15/05/2024 2.60% 0.38 CHF 0.39 CHF 600,000 200,000 600,000 200,000 228,135 CHF 78,045 CHF 99.08% 99.08%
14/05/2024 2.79% 0.38 CHF 0.39 CHF 600,000 200,000 722,222 240,741 254,991 CHF 87,404 CHF 99.27% 99.27%
13/05/2024 2.87% 0.35 CHF 0.36 CHF 750,000 250,000 750,000 250,000 257,332 CHF 88,278 CHF 98.81% 98.81%
10/05/2024 2.97% 0.34 CHF 0.35 CHF 750,000 250,000 750,000 250,000 248,880 CHF 85,460 CHF 99.27% 99.27%
08/05/2024 3.24% 0.32 CHF 0.33 CHF 750,000 250,000 750,000 250,000 228,110 CHF 78,537 CHF 99.27% 99.27%
07/05/2024 3.52% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 209,244 CHF 72,248 CHF 99.27% 99.27%
06/05/2024 3.66% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 201,303 CHF 69,601 CHF 99.27% 99.27%
03/05/2024 4.11% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 179,231 CHF 62,244 CHF 99.16% 99.16%
02/05/2024 4.38% 0.21 CHF 0.22 CHF 750,000 250,000 750,000 250,000 167,604 CHF 58,368 CHF 99.19% 99.19%

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