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 3.94% 0.25 CHF 0.26 CHF 100,000 100,000 100,000 100,000 24,870 CHF 25,870 CHF 99.53% 99.53%
15/05/2024 4.36% 0.24 CHF 0.25 CHF 100,000 100,000 100,000 100,000 22,469 CHF 23,469 CHF 95.35% 95.35%
14/05/2024 4.41% 0.21 CHF 0.22 CHF 100,000 100,000 100,000 100,000 22,248 CHF 23,248 CHF 87.48% 87.48%
13/05/2024 3.46% 0.28 CHF 0.29 CHF 100,000 100,000 100,000 100,000 28,453 CHF 29,453 CHF 99.06% 99.06%
10/05/2024 3.20% 0.32 CHF 0.33 CHF 100,000 100,000 100,000 100,000 30,806 CHF 31,806 CHF 98.16% 98.16%
08/05/2024 3.12% 0.31 CHF 0.32 CHF 100,000 100,000 100,000 100,000 31,571 CHF 32,571 CHF 93.48% 93.48%
07/05/2024 3.33% 0.29 CHF 0.30 CHF 100,000 100,000 100,000 100,000 29,532 CHF 30,532 CHF 99.53% 99.53%
06/05/2024 3.18% 0.31 CHF 0.32 CHF 100,000 100,000 100,000 100,000 30,957 CHF 31,957 CHF 99.55% 99.55%
03/05/2024 2.97% 0.33 CHF 0.34 CHF 100,000 100,000 100,000 100,000 33,176 CHF 34,176 CHF 99.40% 99.40%
02/05/2024 2.81% 0.35 CHF 0.36 CHF 100,000 100,000 100,000 100,000 35,085 CHF 36,085 CHF 97.28% 97.28%

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