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 1.17% 0.86 CHF 0.87 CHF 450,000 150,000 450,000 150,000 382,906 CHF 129,135 CHF 99.25% 99.25%
14/05/2024 1.18% 0.83 CHF 0.84 CHF 450,000 150,000 450,000 150,000 378,358 CHF 127,619 CHF 99.12% 99.12%
13/05/2024 1.12% 0.89 CHF 0.90 CHF 450,000 150,000 450,000 150,000 397,984 CHF 134,162 CHF 95.27% 95.27%
10/05/2024 1.14% 0.89 CHF 0.90 CHF 450,000 150,000 450,000 150,000 391,426 CHF 131,975 CHF 98.84% 98.84%
08/05/2024 1.31% 0.75 CHF 0.76 CHF 450,000 150,000 450,000 150,000 340,297 CHF 114,932 CHF 99.19% 99.19%
07/05/2024 1.46% 0.73 CHF 0.74 CHF 450,000 150,000 506,768 168,923 343,521 CHF 116,196 CHF 99.09% 99.09%
06/05/2024 1.43% 0.71 CHF 0.72 CHF 450,000 150,000 461,422 153,807 320,790 CHF 108,468 CHF 99.08% 99.08%
03/05/2024 1.52% 0.67 CHF 0.68 CHF 600,000 200,000 571,428 190,476 371,943 CHF 125,886 CHF 99.03% 99.03%
02/05/2024 1.57% 0.64 CHF 0.65 CHF 600,000 200,000 600,000 200,000 379,685 CHF 128,562 CHF 98.81% 98.81%
30/04/2024 1.45% 0.66 CHF 0.67 CHF 600,000 200,000 600,000 200,000 409,766 CHF 138,589 CHF 99.12% 99.12%

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