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 1.17% 0.81 CHF 0.82 CHF 600,000 200,000 600,000 200,000 510,261 CHF 172,087 CHF 14.19% 99.06%
15/05/2024 1.24% 0.89 CHF 0.87 CHF 600,000 200,000 600,000 200,000 482,005 CHF 162,668 CHF 67.68% 97.65%
14/05/2024 1.38% 0.81 CHF 0.82 CHF 600,000 200,000 600,000 200,000 431,565 CHF 145,855 CHF 97.98% 97.98%
13/05/2024 1.23% 0.78 CHF 0.79 CHF 600,000 200,000 600,000 200,000 485,183 CHF 163,728 CHF 98.95% 98.95%
10/05/2024 1.10% 0.80 CHF 0.81 CHF 600,000 200,000 600,000 200,000 545,305 CHF 183,768 CHF 88.94% 95.00%
08/05/2024 1.10% 0.91 CHF 0.92 CHF 600,000 200,000 600,000 200,000 544,224 CHF 183,408 CHF 98.34% 98.34%
07/05/2024 0.99% 1.02 CHF 1.03 CHF 600,000 200,000 600,000 200,000 605,760 CHF 203,920 CHF 14.24% 99.44%
06/05/2024 0.93% 1.10 CHF 1.10 CHF 600,000 200,000 600,000 200,000 639,458 CHF 215,153 CHF 5.35% 99.18%
03/05/2024 0.95% 1.00 CHF 1.01 CHF 600,000 200,000 600,000 200,000 627,193 CHF 211,064 CHF 95.08% 95.08%
02/05/2024 1.01% 1.06 CHF 1.07 CHF 600,000 200,000 600,000 200,000 588,829 CHF 198,276 CHF 98.70% 98.70%

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