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
24/05/2024 3.13% 0.36 CHF 0.37 CHF 175,000 175,000 175,465 175,465 55,245 CHF 56,999 CHF 100.00% 100.00%
23/05/2024 3.63% 0.27 CHF 0.28 CHF 200,000 200,000 200,000 200,000 54,134 CHF 56,134 CHF 99.69% 99.69%
22/05/2024 3.84% 0.27 CHF 0.28 CHF 200,000 200,000 203,430 203,430 51,971 CHF 54,006 CHF 98.50% 98.50%
21/05/2024 3.53% 0.27 CHF 0.28 CHF 200,000 200,000 196,232 196,232 54,557 CHF 56,519 CHF 100.00% 100.00%
17/05/2024 3.46% 0.30 CHF 0.31 CHF 175,000 175,000 190,233 190,233 53,988 CHF 55,890 CHF 99.65% 99.65%
16/05/2024 3.54% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 55,455 CHF 57,455 CHF 99.85% 99.85%
15/05/2024 3.46% 0.29 CHF 0.30 CHF 200,000 200,000 188,003 188,003 53,287 CHF 55,167 CHF 100.00% 100.00%
14/05/2024 3.47% 0.29 CHF 0.30 CHF 200,000 200,000 193,982 193,982 54,937 CHF 56,877 CHF 99.77% 99.77%
13/05/2024 3.68% 0.27 CHF 0.28 CHF 200,000 200,000 200,354 200,354 53,432 CHF 55,436 CHF 100.00% 100.00%
10/05/2024 4.06% 0.24 CHF 0.25 CHF 225,000 225,000 220,051 220,051 53,061 CHF 55,261 CHF 100.00% 100.00%

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