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 3.90% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 188,428 CHF 65,309 CHF 99.70% 99.70%
14/05/2024 3.99% 0.25 CHF 0.26 CHF 750,000 250,000 763,597 254,532 187,761 CHF 65,132 CHF 99.57% 99.57%
13/05/2024 4.04% 0.24 CHF 0.25 CHF 750,000 250,000 797,745 265,915 193,371 CHF 67,116 CHF 98.71% 98.71%
10/05/2024 4.08% 0.24 CHF 0.25 CHF 900,000 300,000 899,470 299,823 215,885 CHF 74,960 CHF 99.32% 99.32%
08/05/2024 4.14% 0.25 CHF 0.26 CHF 900,000 300,000 900,000 300,000 213,015 CHF 74,005 CHF 94.61% 94.61%
07/05/2024 4.19% 0.24 CHF 0.25 CHF 900,000 300,000 900,000 300,000 210,241 CHF 73,080 CHF 98.02% 98.02%
06/05/2024 4.32% 0.24 CHF 0.25 CHF 900,000 300,000 900,000 300,000 203,854 CHF 70,952 CHF 95.15% 95.15%
03/05/2024 4.36% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 201,922 CHF 70,307 CHF 98.28% 98.28%
02/05/2024 4.07% 0.23 CHF 0.24 CHF 900,000 300,000 900,000 300,000 216,978 CHF 75,326 CHF 99.44% 99.44%
30/04/2024 4.02% 0.24 CHF 0.25 CHF 900,000 300,000 900,000 300,000 219,347 CHF 76,116 CHF 98.48% 98.48%

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