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 5.21% 0.19 CHF 0.20 CHF 1,000,000 400,000 1,000,000 400,000 186,998 CHF 78,799 CHF 99.48% 99.48%
15/05/2024 5.30% 0.19 CHF 0.20 CHF 1,000,000 400,000 989,971 389,971 181,956 CHF 75,479 CHF 99.50% 99.50%
14/05/2024 4.92% 0.20 CHF 0.21 CHF 900,000 300,000 935,205 335,205 185,535 CHF 69,765 CHF 99.14% 99.14%
13/05/2024 4.99% 0.19 CHF 0.20 CHF 1,000,000 400,000 976,644 376,644 190,983 CHF 77,353 CHF 99.02% 99.02%
10/05/2024 4.57% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 192,375 CHF 67,125 CHF 98.23% 98.23%
08/05/2024 4.47% 0.22 CHF 0.23 CHF 900,000 300,000 900,971 300,971 196,919 CHF 68,786 CHF 99.56% 99.56%
07/05/2024 4.86% 0.22 CHF 0.23 CHF 900,000 300,000 979,494 379,494 196,637 CHF 79,850 CHF 99.63% 99.63%
06/05/2024 4.89% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 400,000 199,936 CHF 83,974 CHF 99.55% 99.55%
03/05/2024 4.73% 0.20 CHF 0.21 CHF 1,000,000 400,000 966,459 366,459 199,607 CHF 79,180 CHF 99.54% 99.54%
02/05/2024 5.20% 0.18 CHF 0.19 CHF 1,000,000 400,000 1,000,000 400,000 187,588 CHF 79,035 CHF 99.11% 99.11%

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