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 4.45% 0.21 CHF 0.22 CHF 340,000 340,000 339,388 339,388 74,914 CHF 78,314 CHF 99.84% 99.84%
14/05/2024 4.04% 0.23 CHF 0.24 CHF 340,000 340,000 340,000 340,000 82,557 CHF 85,957 CHF 99.89% 99.89%
13/05/2024 4.19% 0.24 CHF 0.25 CHF 340,000 340,000 340,000 340,000 79,440 CHF 82,840 CHF 100.00% 100.00%
10/05/2024 4.15% 0.24 CHF 0.25 CHF 350,000 350,000 350,000 350,000 82,547 CHF 86,047 CHF 100.00% 100.00%
08/05/2024 3.88% 0.26 CHF 0.27 CHF 340,000 340,000 340,000 340,000 85,917 CHF 89,317 CHF 99.29% 99.29%
07/05/2024 4.14% 0.23 CHF 0.24 CHF 350,000 350,000 349,628 349,628 82,997 CHF 86,497 CHF 100.00% 100.00%
06/05/2024 4.45% 0.22 CHF 0.23 CHF 360,000 360,000 360,000 360,000 79,135 CHF 82,735 CHF 100.00% 100.00%
03/05/2024 4.18% 0.22 CHF 0.23 CHF 340,000 340,000 340,000 340,000 79,950 CHF 83,350 CHF 98.76% 98.76%
02/05/2024 3.46% 0.29 CHF 0.30 CHF 330,000 330,000 330,000 330,000 93,736 CHF 97,036 CHF 99.99% 99.99%
30/04/2024 3.43% 0.33 CHF 0.34 CHF 350,000 350,000 350,000 350,000 100,512 CHF 104,012 CHF 99.78% 99.78%

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