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 2.48% 0.40 CHF 0.41 CHF 450,000 150,000 450,000 150,000 179,199 CHF 61,233 CHF 98.47% 98.47%
15/05/2024 2.48% 0.41 CHF 0.42 CHF 450,000 150,000 450,000 150,000 179,524 CHF 61,341 CHF 98.32% 98.32%
14/05/2024 2.50% 0.40 CHF 0.41 CHF 450,000 150,000 450,000 150,000 177,780 CHF 60,760 CHF 99.36% 99.36%
13/05/2024 2.75% 0.37 CHF 0.38 CHF 450,000 150,000 450,000 150,000 161,648 CHF 55,383 CHF 98.94% 98.94%
10/05/2024 2.86% 0.33 CHF 0.34 CHF 450,000 150,000 450,000 150,000 155,575 CHF 53,358 CHF 99.36% 99.36%
08/05/2024 2.84% 0.37 CHF 0.38 CHF 450,000 150,000 450,000 150,000 156,078 CHF 53,526 CHF 99.36% 99.36%
07/05/2024 2.98% 0.33 CHF 0.34 CHF 450,000 150,000 450,000 150,000 149,030 CHF 51,177 CHF 94.72% 94.72%
06/05/2024 5.34% 0.19 CHF 0.20 CHF 600,000 200,000 600,000 200,000 109,394 CHF 38,465 CHF 99.36% 99.36%
03/05/2024 5.50% 0.18 CHF 0.19 CHF 600,000 200,000 600,000 200,000 106,610 CHF 37,537 CHF 99.37% 99.37%
02/05/2024 6.80% 0.14 CHF 0.15 CHF 600,000 200,000 600,000 200,000 85,314 CHF 30,438 CHF 99.36% 99.36%

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