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
29/05/2024 2.98% 0.30 CHF 0.31 CHF 750,000 200,000 750,000 200,000 250,420 CHF 68,779 CHF 99.38% 99.38%
28/05/2024 2.66% 0.37 CHF 0.38 CHF 750,000 200,000 750,000 200,000 278,679 CHF 76,314 CHF 99.38% 99.38%
27/05/2024 2.61% 0.37 CHF 0.38 CHF 750,000 200,000 750,000 200,000 284,064 CHF 77,750 CHF 99.36% 99.36%
24/05/2024 2.58% 0.40 CHF 0.41 CHF 750,000 200,000 750,000 200,000 287,106 CHF 78,562 CHF 99.34% 99.34%
23/05/2024 2.73% 0.37 CHF 0.38 CHF 750,000 200,000 750,000 200,000 271,602 CHF 74,427 CHF 99.36% 99.36%
22/05/2024 2.55% 0.37 CHF 0.38 CHF 750,000 200,000 750,000 200,000 291,303 CHF 79,681 CHF 99.37% 99.37%
21/05/2024 2.56% 0.41 CHF 0.42 CHF 750,000 200,000 750,000 200,000 291,485 CHF 79,729 CHF 99.22% 99.22%
17/05/2024 2.97% 0.35 CHF 0.36 CHF 1,000,000 200,000 1,000,000 200,000 331,597 CHF 68,319 CHF 99.37% 99.37%
16/05/2024 2.88% 0.35 CHF 0.36 CHF 1,000,000 200,000 1,000,000 200,000 342,765 CHF 70,553 CHF 98.50% 98.50%
15/05/2024 2.50% 0.42 CHF 0.43 CHF 1,000,000 200,000 1,000,000 200,000 394,752 CHF 80,950 CHF 98.31% 98.31%

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