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
24/05/2024 1.66% 0.60 CHF 0.61 CHF 900,000 300,000 900,000 300,000 537,926 CHF 182,309 CHF 98.22% 98.22%
23/05/2024 1.73% 0.57 CHF 0.58 CHF 900,000 300,000 900,000 300,000 516,440 CHF 175,147 CHF 96.03% 96.03%
22/05/2024 1.80% 0.57 CHF 0.58 CHF 900,000 300,000 900,000 300,000 496,692 CHF 168,564 CHF 99.47% 99.47%
21/05/2024 1.90% 0.53 CHF 0.54 CHF 900,000 300,000 900,000 300,000 468,935 CHF 159,312 CHF 96.91% 96.91%
17/05/2024 2.34% 0.43 CHF 0.44 CHF 900,000 300,000 909,787 309,787 384,992 CHF 134,104 CHF 99.01% 99.01%
16/05/2024 2.24% 0.44 CHF 0.45 CHF 900,000 300,000 904,618 304,618 400,849 CHF 137,880 CHF 97.98% 97.98%
15/05/2024 2.20% 0.46 CHF 0.47 CHF 900,000 300,000 954,264 354,264 428,840 CHF 162,285 CHF 99.44% 99.44%
14/05/2024 2.23% 0.47 CHF 0.48 CHF 900,000 300,000 978,262 378,262 433,283 CHF 170,949 CHF 99.51% 99.51%
13/05/2024 2.20% 0.43 CHF 0.44 CHF 1,000,000 400,000 917,456 317,456 412,644 CHF 145,705 CHF 98.99% 98.99%
10/05/2024 2.15% 0.48 CHF 0.49 CHF 900,000 300,000 968,190 368,190 444,602 CHF 172,464 CHF 99.44% 99.44%

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