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 1.98% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 299,356 CHF 101,785 CHF 99.05% 99.05%
14/05/2024 2.01% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 296,002 CHF 100,667 CHF 99.14% 99.14%
13/05/2024 1.87% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 317,973 CHF 107,991 CHF 95.27% 95.27%
10/05/2024 1.91% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 311,077 CHF 105,692 CHF 99.25% 99.25%
08/05/2024 2.29% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 259,078 CHF 88,359 CHF 99.17% 99.17%
07/05/2024 2.63% 0.42 CHF 0.43 CHF 600,000 200,000 659,865 219,955 247,305 CHF 84,635 CHF 99.08% 99.08%
06/05/2024 2.57% 0.40 CHF 0.41 CHF 600,000 200,000 633,435 211,145 242,529 CHF 82,955 CHF 99.06% 99.06%
03/05/2024 2.80% 0.36 CHF 0.37 CHF 750,000 250,000 732,582 244,194 257,819 CHF 88,382 CHF 99.08% 99.08%
02/05/2024 2.92% 0.34 CHF 0.35 CHF 750,000 250,000 750,000 250,000 253,551 CHF 87,017 CHF 98.80% 98.80%
30/04/2024 2.63% 0.35 CHF 0.36 CHF 750,000 250,000 750,000 250,000 281,891 CHF 96,464 CHF 99.14% 99.14%

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