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 2.42% 0.38 CHF 0.39 CHF 150,000 150,000 130,372 130,372 53,074 CHF 54,377 CHF 99.26% 99.26%
15/05/2024 2.48% 0.41 CHF 0.42 CHF 125,000 125,000 133,766 133,766 53,211 CHF 54,548 CHF 99.39% 99.39%
14/05/2024 2.24% 0.43 CHF 0.44 CHF 125,000 125,000 125,126 125,126 55,256 CHF 56,507 CHF 95.90% 95.90%
13/05/2024 2.82% 0.37 CHF 0.38 CHF 150,000 150,000 150,528 150,528 52,622 CHF 54,127 CHF 99.39% 99.39%
10/05/2024 2.78% 0.36 CHF 0.37 CHF 150,000 150,000 150,349 150,349 53,300 CHF 54,803 CHF 99.39% 99.39%
08/05/2024 3.26% 0.32 CHF 0.33 CHF 175,000 175,000 175,000 175,000 52,907 CHF 54,657 CHF 99.39% 99.39%
07/05/2024 3.31% 0.29 CHF 0.30 CHF 175,000 175,000 175,544 175,544 52,243 CHF 53,998 CHF 99.24% 99.24%
06/05/2024 3.40% 0.28 CHF 0.29 CHF 200,000 200,000 182,273 182,273 52,701 CHF 54,524 CHF 99.21% 99.21%
03/05/2024 3.31% 0.30 CHF 0.31 CHF 175,000 175,000 175,321 175,321 52,049 CHF 53,803 CHF 99.39% 99.39%
02/05/2024 3.74% 0.28 CHF 0.29 CHF 200,000 200,000 199,733 199,733 52,423 CHF 54,420 CHF 99.38% 99.38%

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