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 3.03% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 195,271 CHF 67,090 CHF 95.40% 95.40%
15/05/2024 2.84% 0.33 CHF 0.34 CHF 600,000 200,000 584,391 194,797 203,016 CHF 69,620 CHF 98.33% 98.33%
14/05/2024 2.63% 0.36 CHF 0.37 CHF 450,000 150,000 450,000 150,000 168,672 CHF 57,724 CHF 98.78% 98.78%
13/05/2024 2.78% 0.37 CHF 0.38 CHF 450,000 150,000 475,326 158,442 168,496 CHF 57,750 CHF 87.43% 87.43%
10/05/2024 3.14% 0.33 CHF 0.34 CHF 600,000 200,000 600,000 200,000 188,422 CHF 64,807 CHF 99.49% 99.49%
08/05/2024 3.03% 0.34 CHF 0.35 CHF 450,000 150,000 590,315 196,772 191,614 CHF 65,839 CHF 98.62% 98.62%
07/05/2024 2.98% 0.32 CHF 0.33 CHF 600,000 200,000 599,975 199,992 198,292 CHF 68,097 CHF 99.18% 99.18%
06/05/2024 2.67% 0.32 CHF 0.33 CHF 600,000 200,000 479,944 159,981 176,668 CHF 60,489 CHF 99.35% 99.35%
03/05/2024 2.44% 0.38 CHF 0.39 CHF 450,000 150,000 450,000 150,000 181,943 CHF 62,148 CHF 99.48% 99.48%
02/05/2024 2.38% 0.41 CHF 0.42 CHF 450,000 150,000 450,000 150,000 187,203 CHF 63,901 CHF 99.18% 99.18%

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