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
14/05/2024 3.02% 0.34 CHF 0.35 CHF 150,000 150,000 172,674 172,674 56,277 CHF 58,004 CHF 99.76% 99.76%
13/05/2024 3.03% 0.33 CHF 0.34 CHF 150,000 150,000 172,986 172,986 56,142 CHF 57,872 CHF 100.00% 100.00%
10/05/2024 3.07% 0.32 CHF 0.33 CHF 175,000 175,000 175,000 175,000 56,180 CHF 57,930 CHF 100.00% 100.00%
08/05/2024 3.33% 0.29 CHF 0.30 CHF 175,000 175,000 175,373 175,373 51,759 CHF 53,513 CHF 100.00% 100.00%
07/05/2024 3.68% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 53,345 CHF 55,345 CHF 99.85% 99.85%
06/05/2024 3.56% 0.27 CHF 0.28 CHF 200,000 200,000 198,952 198,952 54,846 CHF 56,836 CHF 99.83% 99.83%
03/05/2024 3.83% 0.26 CHF 0.27 CHF 200,000 200,000 201,608 201,608 51,658 CHF 53,674 CHF 100.00% 100.00%
02/05/2024 3.91% 0.25 CHF 0.26 CHF 200,000 200,000 201,306 201,306 50,529 CHF 52,543 CHF 100.00% 100.00%
30/04/2024 3.50% 0.27 CHF 0.28 CHF 200,000 200,000 195,561 195,562 54,956 CHF 56,912 CHF 100.00% 100.00%
29/04/2024 3.67% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 53,549 CHF 55,549 CHF 99.90% 99.90%

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