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 4.03% 0.23 CHF 0.24 CHF 300,000 100,000 300,000 100,000 72,915 CHF 25,305 CHF 99.17% 99.17%
15/05/2024 3.42% 0.27 CHF 0.28 CHF 300,000 100,000 300,000 100,000 86,576 CHF 29,859 CHF 94.33% 94.33%
14/05/2024 3.79% 0.26 CHF 0.27 CHF 300,000 100,000 300,000 100,000 77,749 CHF 26,916 CHF 99.16% 99.16%
13/05/2024 3.66% 0.26 CHF 0.27 CHF 300,000 100,000 300,000 100,000 80,689 CHF 27,896 CHF 98.53% 98.53%
10/05/2024 4.30% 0.22 CHF 0.23 CHF 300,000 100,000 309,217 103,072 70,164 CHF 24,419 CHF 99.01% 99.01%
08/05/2024 5.43% 0.17 CHF 0.18 CHF 450,000 150,000 449,489 149,830 82,106 CHF 28,867 CHF 98.84% 98.84%
07/05/2024 3.77% 0.27 CHF 0.28 CHF 300,000 100,000 341,793 113,931 88,402 CHF 30,607 CHF 97.93% 97.93%
06/05/2024 3.89% 0.23 CHF 0.24 CHF 450,000 150,000 369,290 123,097 92,545 CHF 32,079 CHF 99.17% 99.17%
03/05/2024 3.76% 0.27 CHF 0.28 CHF 300,000 100,000 349,544 116,515 90,593 CHF 31,363 CHF 99.17% 99.17%
02/05/2024 5.50% 0.20 CHF 0.21 CHF 450,000 150,000 450,000 150,000 80,370 CHF 28,290 CHF 99.14% 99.14%

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