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 1.34% 0.74 CHF 0.75 CHF 900,000 300,000 900,000 300,000 666,379 CHF 225,126 CHF 97.95% 97.95%
15/05/2024 1.33% 0.76 CHF 0.77 CHF 900,000 300,000 900,000 300,000 670,718 CHF 226,573 CHF 99.44% 99.44%
14/05/2024 1.35% 0.76 CHF 0.77 CHF 900,000 300,000 900,000 300,000 664,140 CHF 224,380 CHF 99.54% 99.54%
13/05/2024 1.33% 0.72 CHF 0.73 CHF 900,000 300,000 900,000 300,000 672,274 CHF 227,091 CHF 99.01% 99.01%
10/05/2024 1.32% 0.77 CHF 0.78 CHF 900,000 300,000 900,000 300,000 678,514 CHF 229,171 CHF 99.50% 99.50%
08/05/2024 1.29% 0.77 CHF 0.78 CHF 900,000 300,000 900,000 300,000 695,024 CHF 234,675 CHF 99.43% 99.43%
07/05/2024 1.33% 0.74 CHF 0.75 CHF 900,000 300,000 900,000 300,000 673,463 CHF 227,488 CHF 99.57% 99.57%
06/05/2024 1.41% 0.71 CHF 0.72 CHF 900,000 300,000 900,000 300,000 635,718 CHF 214,906 CHF 98.89% 98.89%
03/05/2024 1.38% 0.73 CHF 0.74 CHF 900,000 300,000 900,000 300,000 646,936 CHF 218,645 CHF 98.12% 98.12%
02/05/2024 1.25% 0.77 CHF 0.78 CHF 900,000 300,000 900,000 300,000 715,483 CHF 241,494 CHF 99.46% 99.46%

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