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 4.94% 0.22 CHF 0.23 CHF 340,000 340,000 339,519 339,519 67,340 CHF 70,740 CHF 100.00% 100.00%
15/05/2024 5.16% 0.20 CHF 0.21 CHF 340,000 340,000 339,385 339,385 64,384 CHF 67,784 CHF 99.99% 99.99%
14/05/2024 5.30% 0.19 CHF 0.20 CHF 350,000 350,000 350,000 350,000 64,362 CHF 67,862 CHF 99.99% 99.99%
13/05/2024 5.78% 0.18 CHF 0.19 CHF 370,000 370,000 370,000 370,000 62,252 CHF 65,952 CHF 100.00% 100.00%
10/05/2024 5.92% 0.16 CHF 0.17 CHF 370,000 370,000 370,000 370,000 60,662 CHF 64,362 CHF 100.00% 100.00%
08/05/2024 6.01% 0.16 CHF 0.17 CHF 380,000 380,000 379,855 379,855 61,339 CHF 65,139 CHF 99.29% 99.29%
07/05/2024 5.97% 0.17 CHF 0.18 CHF 390,000 390,000 389,384 389,384 63,554 CHF 67,454 CHF 99.94% 99.94%
06/05/2024 6.47% 0.16 CHF 0.17 CHF 410,000 410,000 410,000 410,000 61,352 CHF 65,452 CHF 100.00% 100.00%
03/05/2024 6.56% 0.14 CHF 0.15 CHF 390,000 390,000 390,000 390,000 57,490 CHF 61,390 CHF 98.76% 98.76%
02/05/2024 6.10% 0.16 CHF 0.17 CHF 360,000 360,000 360,000 360,000 57,268 CHF 60,868 CHF 99.97% 99.97%

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