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 3.80% 0.27 CHF 0.28 CHF 600,000 200,000 741,148 247,049 191,407 CHF 66,273 CHF 95.25% 95.25%
15/05/2024 3.54% 0.27 CHF 0.28 CHF 750,000 250,000 611,056 203,685 169,736 CHF 58,616 CHF 98.33% 98.33%
14/05/2024 3.31% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 178,509 CHF 61,503 CHF 98.76% 98.76%
13/05/2024 3.46% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 170,482 CHF 58,828 CHF 87.37% 87.37%
10/05/2024 3.86% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 190,565 CHF 66,022 CHF 99.51% 99.51%
08/05/2024 3.70% 0.28 CHF 0.29 CHF 600,000 200,000 664,268 221,423 176,104 CHF 60,916 CHF 98.56% 98.56%
07/05/2024 3.63% 0.26 CHF 0.27 CHF 750,000 250,000 621,744 207,248 168,326 CHF 58,181 CHF 99.21% 99.21%
06/05/2024 3.25% 0.26 CHF 0.27 CHF 750,000 250,000 625,012 208,337 188,922 CHF 65,057 CHF 99.40% 99.40%
03/05/2024 2.98% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 198,436 CHF 68,145 CHF 99.25% 99.25%
02/05/2024 2.89% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 204,903 CHF 70,301 CHF 99.12% 99.12%

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