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
14/05/2024 3.57% 0.31 CHF 0.32 CHF 140,000 140,000 146,348 146,348 40,934 CHF 42,400 CHF 99.97% 99.97%
13/05/2024 4.66% 0.24 CHF 0.25 CHF 160,000 160,000 160,000 160,000 33,627 CHF 35,227 CHF 100.00% 100.00%
10/05/2024 4.40% 0.21 CHF 0.22 CHF 160,000 160,000 160,000 160,000 35,584 CHF 37,184 CHF 100.00% 100.00%
08/05/2024 4.47% 0.22 CHF 0.23 CHF 160,000 160,000 159,963 159,963 35,017 CHF 36,617 CHF 99.06% 99.06%
07/05/2024 4.64% 0.21 CHF 0.22 CHF 160,000 160,000 159,918 159,918 33,805 CHF 35,407 CHF 99.63% 99.63%
06/05/2024 4.93% 0.21 CHF 0.22 CHF 170,000 170,000 170,000 170,000 33,685 CHF 35,385 CHF 100.00% 100.00%
03/05/2024 4.93% 0.19 CHF 0.20 CHF 170,000 170,000 170,000 170,000 33,661 CHF 35,361 CHF 99.98% 99.98%
02/05/2024 4.71% 0.19 CHF 0.20 CHF 170,000 170,000 170,000 170,000 35,263 CHF 36,963 CHF 100.00% 100.00%
30/04/2024 5.08% 0.19 CHF 0.20 CHF 170,000 170,000 170,000 170,000 32,642 CHF 34,342 CHF 99.99% 99.99%
29/04/2024 4.83% 0.20 CHF 0.21 CHF 170,000 170,000 169,942 169,942 34,338 CHF 36,038 CHF 100.00% 100.00%

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