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 0.75% 42.10 % 42.40 % 100,000 100,000 100,000 100,000 42,303 CHF 42,621 CHF 75.93% 75.93%
15/05/2024 0.75% 41.95 % 42.30 % 100,000 100,000 100,000 100,000 40,878 CHF 41,186 CHF 72.29% 72.29%
14/05/2024 0.75% 40.35 % 40.65 % 100,000 100,000 100,000 100,000 40,133 CHF 40,435 CHF 72.84% 72.84%
13/05/2024 0.74% 41.60 % 41.90 % 100,000 100,000 100,000 100,000 40,094 CHF 40,394 CHF 48.73% 48.73%
10/05/2024 0.75% 38.00 % 38.25 % 100,000 100,000 100,000 100,000 38,089 CHF 38,374 CHF 71.32% 71.32%
08/05/2024 0.73% 37.60 % 37.90 % 100,000 100,000 100,000 100,000 37,366 CHF 37,641 CHF 81.86% 81.86%
07/05/2024 1.10% 37.80 % 38.10 % 100,000 100,000 64,683 64,683 24,449 CHF 24,700 CHF 41.56% 41.56%
06/05/2024 0.74% 35.45 % 35.70 % 100,000 100,000 100,000 100,000 35,191 CHF 35,454 CHF 74.76% 74.76%
03/05/2024 0.76% 36.25 % 36.50 % 100,000 100,000 100,000 100,000 36,120 CHF 36,394 CHF 64.66% 64.66%
02/05/2024 0.75% 36.75 % 37.00 % 100,000 100,000 100,000 100,000 35,816 CHF 36,085 CHF 40.01% 40.01%

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