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 3.96% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 111,487 CHF 38,662 CHF 95.31% 95.31%
15/05/2024 3.61% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 122,587 CHF 42,362 CHF 98.36% 98.36%
14/05/2024 3.21% 0.29 CHF 0.30 CHF 450,000 150,000 450,000 150,000 138,217 CHF 47,572 CHF 98.75% 98.75%
13/05/2024 3.46% 0.29 CHF 0.30 CHF 450,000 150,000 450,000 150,000 128,023 CHF 44,174 CHF 87.38% 87.38%
10/05/2024 4.21% 0.25 CHF 0.26 CHF 450,000 150,000 450,000 150,000 104,759 CHF 36,420 CHF 99.51% 99.51%
08/05/2024 4.02% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 109,790 CHF 38,097 CHF 98.55% 98.55%
07/05/2024 4.03% 0.23 CHF 0.24 CHF 450,000 150,000 450,000 150,000 109,377 CHF 37,959 CHF 99.23% 99.23%
06/05/2024 3.33% 0.23 CHF 0.24 CHF 450,000 150,000 450,000 150,000 134,291 CHF 46,264 CHF 99.35% 99.35%
03/05/2024 2.95% 0.31 CHF 0.32 CHF 450,000 150,000 450,000 150,000 150,597 CHF 51,699 CHF 99.43% 99.43%
02/05/2024 2.91% 0.34 CHF 0.35 CHF 450,000 150,000 450,000 150,000 152,347 CHF 52,282 CHF 99.12% 99.12%

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