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
13/05/2024 5.63% 0.26 CHF 0.27 CHF 200,000 50,000 204,650 50,000 50,387 CHF 13,035 CHF 87.95% 87.95%
10/05/2024 5.36% 0.25 CHF 0.26 CHF 200,000 50,000 215,133 50,000 50,475 CHF 12,389 CHF 99.90% 99.90%
08/05/2024 5.61% 0.24 CHF 0.25 CHF 210,000 50,000 212,264 50,000 50,448 CHF 12,583 CHF 93.72% 93.72%
07/05/2024 6.56% 0.24 CHF 0.26 CHF 210,000 50,000 214,595 50,000 50,468 CHF 12,569 CHF 93.51% 93.51%
06/05/2024 6.92% 0.22 CHF 0.23 CHF 230,000 50,000 231,740 50,000 50,550 CHF 11,693 CHF 78.03% 78.03%
03/05/2024 6.67% 0.22 CHF 0.24 CHF 230,000 50,000 230,599 50,000 50,474 CHF 11,722 CHF 91.23% 91.23%
02/05/2024 7.75% 0.21 CHF 0.22 CHF 240,000 50,000 231,110 50,000 50,529 CHF 11,826 CHF 91.11% 91.11%
30/04/2024 5.59% 0.23 CHF 0.24 CHF 220,000 50,000 235,994 50,000 50,463 CHF 11,316 CHF 98.91% 98.91%
29/04/2024 6.53% 0.23 CHF 0.25 CHF 220,000 50,000 227,615 50,000 50,565 CHF 11,868 CHF 74.55% 74.55%
26/04/2024 7.35% 0.23 CHF 0.24 CHF 220,000 50,000 236,722 50,000 50,458 CHF 11,476 CHF 99.26% 99.26%

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