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 3.01% 0.34 CHF 0.35 CHF 390,000 390,000 389,305 389,305 127,658 CHF 131,558 CHF 99.84% 99.84%
14/05/2024 3.18% 0.32 CHF 0.33 CHF 400,000 400,000 400,000 400,000 123,953 CHF 127,953 CHF 99.89% 99.89%
13/05/2024 3.09% 0.31 CHF 0.32 CHF 390,000 390,000 390,000 390,000 124,294 CHF 128,194 CHF 100.00% 100.00%
10/05/2024 3.09% 0.32 CHF 0.33 CHF 390,000 390,000 390,000 390,000 124,211 CHF 128,111 CHF 100.00% 100.00%
08/05/2024 3.19% 0.31 CHF 0.32 CHF 410,000 410,000 410,000 410,000 126,328 CHF 130,428 CHF 99.29% 99.29%
07/05/2024 3.06% 0.33 CHF 0.34 CHF 400,000 400,000 399,575 399,575 129,045 CHF 133,045 CHF 100.00% 100.00%
06/05/2024 2.89% 0.34 CHF 0.35 CHF 390,000 390,000 390,000 390,000 133,100 CHF 137,000 CHF 100.00% 100.00%
03/05/2024 2.96% 0.35 CHF 0.36 CHF 420,000 420,000 420,000 420,000 140,064 CHF 144,264 CHF 98.77% 98.77%
02/05/2024 3.40% 0.28 CHF 0.30 CHF 450,000 450,000 450,000 450,000 130,182 CHF 134,682 CHF 99.99% 99.99%
30/04/2024 3.47% 0.26 CHF 0.27 CHF 410,000 410,000 410,000 410,000 116,312 CHF 120,412 CHF 99.77% 99.77%

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