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 5.08% 0.21 CHF 0.22 CHF 430,000 430,000 429,390 429,390 82,807 CHF 87,107 CHF 99.84% 99.84%
15/05/2024 5.21% 0.20 CHF 0.21 CHF 440,000 440,000 439,204 439,204 82,491 CHF 86,891 CHF 99.77% 99.77%
14/05/2024 5.31% 0.19 CHF 0.20 CHF 460,000 460,000 460,000 460,000 84,415 CHF 89,015 CHF 99.80% 99.80%
13/05/2024 5.64% 0.18 CHF 0.19 CHF 490,000 490,000 490,000 490,000 84,487 CHF 89,387 CHF 100.00% 100.00%
10/05/2024 5.70% 0.17 CHF 0.18 CHF 490,000 490,000 490,000 490,000 83,498 CHF 88,398 CHF 100.00% 100.00%
08/05/2024 5.70% 0.17 CHF 0.18 CHF 480,000 480,000 479,817 479,817 81,796 CHF 86,596 CHF 99.29% 99.29%
07/05/2024 5.66% 0.17 CHF 0.18 CHF 500,000 500,000 499,211 499,211 85,941 CHF 90,941 CHF 99.94% 99.94%
06/05/2024 6.02% 0.17 CHF 0.18 CHF 520,000 520,000 520,000 520,000 83,775 CHF 88,975 CHF 100.00% 100.00%
03/05/2024 6.07% 0.15 CHF 0.16 CHF 490,000 490,000 490,000 490,000 78,305 CHF 83,205 CHF 98.78% 98.78%
02/05/2024 5.76% 0.17 CHF 0.18 CHF 450,000 450,000 450,000 450,000 75,918 CHF 80,418 CHF 100.00% 100.00%

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