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 2.28% 0.44 CHF 0.45 CHF 600,000 200,000 600,000 200,000 260,704 CHF 88,901 CHF 47.53% 99.43%
14/05/2024 2.30% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 258,000 CHF 88,000 CHF 4.48% 99.59%
13/05/2024 2.33% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 254,563 CHF 86,854 CHF 2.18% 98.71%
10/05/2024 2.35% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 251,973 CHF 85,991 CHF 99.36% 99.36%
08/05/2024 2.44% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 243,454 CHF 83,151 CHF 94.60% 94.60%
07/05/2024 2.51% 0.40 CHF 0.41 CHF 600,000 200,000 600,000 200,000 235,928 CHF 80,643 CHF 98.01% 98.01%
06/05/2024 2.63% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 225,529 CHF 77,176 CHF 95.25% 95.25%
03/05/2024 2.70% 0.36 CHF 0.37 CHF 600,000 200,000 600,000 200,000 219,093 CHF 75,031 CHF 98.15% 98.15%
02/05/2024 2.53% 0.38 CHF 0.39 CHF 600,000 200,000 600,000 200,000 234,463 CHF 80,154 CHF 99.56% 99.56%
30/04/2024 2.50% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 237,598 CHF 81,199 CHF 98.60% 98.60%

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