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
13/05/2024 4.00% 0.25 CHF 0.26 CHF 200,000 25,000 204,916 25,000 50,197 CHF 6,377 CHF 89.03% 89.03%
10/05/2024 3.81% 0.26 CHF 0.27 CHF 200,000 25,000 199,948 25,000 51,477 CHF 6,687 CHF 100.00% 100.00%
08/05/2024 3.97% 0.24 CHF 0.25 CHF 210,000 25,000 205,062 25,000 50,653 CHF 6,436 CHF 100.00% 100.00%
07/05/2024 4.18% 0.25 CHF 0.26 CHF 200,000 25,000 215,474 25,000 50,463 CHF 6,113 CHF 98.17% 98.17%
06/05/2024 4.76% 0.20 CHF 0.21 CHF 247,193 25,000 243,217 25,000 49,872 CHF 5,378 CHF 94.95% 94.95%
03/05/2024 4.65% 0.21 CHF 0.22 CHF 240,000 25,000 239,885 25,000 50,376 CHF 5,503 CHF 86.49% 86.49%
02/05/2024 5.06% 0.20 CHF 0.21 CHF 250,000 25,000 259,404 25,000 49,951 CHF 5,067 CHF 88.83% 88.83%
30/04/2024 5.13% 0.20 CHF 0.21 CHF 265,817 25,000 265,840 25,000 50,510 CHF 5,004 CHF 86.17% 86.17%
29/04/2024 5.37% 0.19 CHF 0.20 CHF 270,000 50,000 277,552 50,000 50,348 CHF 9,572 CHF 73.79% 73.79%
26/04/2024 6.41% 0.16 CHF 0.17 CHF 304,286 50,000 312,383 50,000 47,244 CHF 8,067 CHF 92.18% 92.18%

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