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 1.87% 0.53 CHF 0.54 CHF 110,000 110,000 108,975 108,975 58,941 CHF 60,033 CHF 91.81% 91.81%
15/05/2024 1.74% 0.57 CHF 0.58 CHF 110,000 110,000 108,680 108,680 63,401 CHF 64,491 CHF 99.35% 99.35%
14/05/2024 1.91% 0.56 CHF 0.57 CHF 110,000 110,000 108,825 108,825 57,748 CHF 58,838 CHF 89.60% 89.60%
13/05/2024 1.99% 0.52 CHF 0.53 CHF 110,000 110,000 109,496 109,496 55,695 CHF 56,791 CHF 99.51% 99.51%
10/05/2024 1.86% 0.50 CHF 0.51 CHF 120,000 120,000 108,976 108,976 59,300 CHF 60,391 CHF 99.29% 99.29%
08/05/2024 1.70% 0.57 CHF 0.58 CHF 110,000 110,000 108,792 108,792 64,926 CHF 66,015 CHF 98.19% 98.19%
07/05/2024 1.67% 0.62 CHF 0.63 CHF 110,000 110,000 108,734 108,734 66,027 CHF 67,117 CHF 95.84% 95.84%
06/05/2024 1.78% 0.57 CHF 0.58 CHF 120,000 120,000 118,763 118,763 67,587 CHF 68,776 CHF 96.61% 96.61%
03/05/2024 1.92% 0.54 CHF 0.55 CHF 120,000 120,000 123,402 123,402 65,065 CHF 66,301 CHF 99.05% 99.05%
02/05/2024 1.92% 0.53 CHF 0.54 CHF 120,000 120,000 122,201 122,201 64,315 CHF 65,538 CHF 99.91% 99.91%

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