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 4.90% 0.20 CHF 0.21 CHF 750,000 250,000 753,659 251,220 150,126 CHF 52,554 CHF 99.48% 99.48%
15/05/2024 5.06% 0.21 CHF 0.22 CHF 750,000 250,000 847,810 282,603 163,234 CHF 57,237 CHF 99.72% 99.72%
14/05/2024 4.60% 0.21 CHF 0.22 CHF 750,000 250,000 761,975 253,992 161,910 CHF 56,510 CHF 99.15% 99.15%
13/05/2024 4.70% 0.20 CHF 0.21 CHF 750,000 250,000 753,432 251,144 156,572 CHF 54,702 CHF 99.02% 99.02%
10/05/2024 4.25% 0.21 CHF 0.22 CHF 750,000 250,000 750,000 250,000 172,990 CHF 60,163 CHF 98.30% 98.30%
08/05/2024 4.16% 0.23 CHF 0.24 CHF 750,000 250,000 750,000 250,000 176,483 CHF 61,328 CHF 99.55% 99.55%
07/05/2024 4.54% 0.23 CHF 0.24 CHF 750,000 250,000 850,070 283,357 182,856 CHF 63,786 CHF 99.65% 99.65%
06/05/2024 4.59% 0.21 CHF 0.22 CHF 900,000 300,000 851,403 283,801 180,896 CHF 63,137 CHF 99.56% 99.56%
03/05/2024 4.42% 0.22 CHF 0.23 CHF 900,000 300,000 804,703 268,234 177,808 CHF 61,952 CHF 99.63% 99.63%
02/05/2024 4.91% 0.19 CHF 0.20 CHF 900,000 300,000 900,000 300,000 179,081 CHF 62,694 CHF 99.11% 99.11%

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