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
15/05/2024 4.72% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 186,461 CHF 65,154 CHF 92.79% 92.79%
14/05/2024 4.47% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 196,763 CHF 68,588 CHF 91.46% 91.46%
13/05/2024 5.15% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 170,550 CHF 59,850 CHF 85.86% 85.86%
10/05/2024 5.62% 0.17 CHF 0.18 CHF 1,000,000 400,000 980,810 380,810 169,566 CHF 69,562 CHF 87.38% 87.38%
08/05/2024 5.77% 0.17 CHF 0.18 CHF 1,000,000 400,000 997,471 397,471 168,141 CHF 70,943 CHF 97.68% 97.68%
07/05/2024 4.51% 0.23 CHF 0.24 CHF 900,000 300,000 900,000 300,000 195,244 CHF 68,081 CHF 86.83% 86.83%
06/05/2024 4.38% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 201,255 CHF 70,085 CHF 85.90% 85.90%
03/05/2024 4.59% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 191,875 CHF 66,959 CHF 92.00% 92.00%
02/05/2024 4.57% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 192,792 CHF 67,264 CHF 91.97% 91.97%
30/04/2024 4.01% 0.22 CHF 0.23 CHF 900,000 300,000 826,614 275,538 201,979 CHF 70,082 CHF 98.30% 98.30%

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