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 3.45% 0.26 CHF 0.27 CHF 200,000 200,000 183,307 183,307 52,252 CHF 54,085 CHF 99.24% 99.24%
15/05/2024 3.50% 0.29 CHF 0.30 CHF 200,000 200,000 189,385 189,385 53,196 CHF 55,090 CHF 99.39% 99.39%
14/05/2024 3.15% 0.30 CHF 0.31 CHF 175,000 175,000 174,858 174,858 54,685 CHF 56,434 CHF 95.90% 95.90%
13/05/2024 3.95% 0.26 CHF 0.27 CHF 200,000 200,000 208,123 208,123 51,653 CHF 53,734 CHF 99.39% 99.39%
10/05/2024 3.87% 0.26 CHF 0.27 CHF 200,000 200,000 201,846 201,846 51,128 CHF 53,146 CHF 99.39% 99.39%
08/05/2024 4.78% 0.22 CHF 0.23 CHF 250,000 250,000 250,000 250,000 51,136 CHF 53,636 CHF 90.34% 90.34%
07/05/2024 4.87% 0.20 CHF 0.21 CHF 250,000 250,000 250,303 250,304 50,199 CHF 52,702 CHF 99.24% 99.24%
06/05/2024 4.90% 0.19 CHF 0.20 CHF 275,000 275,000 255,957 255,957 51,001 CHF 53,560 CHF 99.22% 99.22%
03/05/2024 4.77% 0.21 CHF 0.22 CHF 250,000 250,000 250,319 250,319 51,307 CHF 53,810 CHF 99.39% 99.39%
02/05/2024 5.30% 0.19 CHF 0.20 CHF 275,000 275,000 288,469 288,469 52,971 CHF 55,856 CHF 99.39% 99.39%

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