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 5.16% 0.09 CHF 0.10 CHF 3,000,000 3,000,000 2,999,970 2,999,970 283,044 CHF 298,044 CHF 99.76% 99.76%
13/05/2024 5.69% 0.09 CHF 0.10 CHF 3,000,000 3,000,000 3,000,000 3,000,000 256,275 CHF 271,275 CHF 100.00% 100.00%
10/05/2024 5.21% 0.09 CHF 0.10 CHF 3,000,000 3,000,000 3,000,000 3,000,000 280,661 CHF 295,661 CHF 100.00% 100.00%
08/05/2024 4.77% 0.10 CHF 0.11 CHF 3,000,000 3,000,000 2,999,710 2,999,710 307,402 CHF 322,402 CHF 99.44% 99.44%
07/05/2024 4.61% 0.11 CHF 0.11 CHF 3,000,000 3,000,000 2,998,230 2,998,230 318,039 CHF 333,039 CHF 100.00% 100.00%
06/05/2024 4.36% 0.11 CHF 0.12 CHF 2,870,700 2,870,700 2,870,700 2,870,700 322,481 CHF 336,835 CHF 100.00% 100.00%
03/05/2024 3.80% 0.13 CHF 0.14 CHF 2,533,300 2,533,300 2,533,300 2,533,300 327,997 CHF 340,664 CHF 99.98% 99.98%
02/05/2024 3.27% 0.15 CHF 0.16 CHF 2,260,300 2,260,300 2,260,300 2,260,300 340,542 CHF 351,844 CHF 99.58% 99.58%
30/04/2024 3.42% 0.15 CHF 0.16 CHF 2,496,100 2,496,100 2,495,070 2,494,730 359,028 CHF 371,459 CHF 100.00% 100.00%
29/04/2024 3.23% 0.14 CHF 0.14 CHF 2,383,400 2,383,400 2,382,910 2,382,910 363,268 CHF 375,185 CHF 99.61% 99.61%

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