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 1.72% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 57,530 CHF 58,530 CHF 99.85% 99.85%
15/05/2024 1.70% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 58,367 CHF 59,367 CHF 43.99% 43.99%
14/05/2024 1.75% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 56,756 CHF 57,756 CHF 99.78% 99.78%
13/05/2024 1.72% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 57,717 CHF 58,717 CHF 100.00% 100.00%
10/05/2024 1.77% 0.56 CHF 0.57 CHF 100,000 100,000 100,072 100,072 56,068 CHF 57,069 CHF 97.70% 97.70%
08/05/2024 2.03% 0.49 CHF 0.50 CHF 125,000 125,000 120,372 120,372 58,580 CHF 59,783 CHF 79.73% 79.73%
07/05/2024 2.11% 0.49 CHF 0.50 CHF 125,000 125,000 125,000 125,000 58,770 CHF 60,020 CHF 86.30% 86.30%
06/05/2024 2.38% 0.43 CHF 0.44 CHF 125,000 125,000 125,000 125,000 51,984 CHF 53,234 CHF 97.96% 97.96%
03/05/2024 2.38% 0.41 CHF 0.42 CHF 125,000 125,000 125,000 125,000 51,965 CHF 53,215 CHF 91.17% 91.17%
02/05/2024 2.46% 0.40 CHF 0.41 CHF 125,000 125,000 132,549 132,549 53,213 CHF 54,538 CHF 100.00% 100.00%

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