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 2.54% 0.41 CHF 0.42 CHF 310,000 310,000 309,551 309,551 120,880 CHF 123,980 CHF 100.00% 100.00%
15/05/2024 2.61% 0.40 CHF 0.41 CHF 310,000 310,000 309,431 309,431 117,404 CHF 120,504 CHF 100.00% 100.00%
14/05/2024 2.65% 0.38 CHF 0.39 CHF 310,000 310,000 310,000 310,000 115,396 CHF 118,496 CHF 100.00% 100.00%
13/05/2024 2.79% 0.37 CHF 0.38 CHF 320,000 320,000 320,000 320,000 113,039 CHF 116,239 CHF 100.00% 100.00%
10/05/2024 2.84% 0.34 CHF 0.35 CHF 320,000 320,000 320,000 320,000 111,039 CHF 114,239 CHF 100.00% 100.00%
08/05/2024 2.89% 0.34 CHF 0.35 CHF 320,000 320,000 319,884 319,884 109,104 CHF 112,304 CHF 99.29% 99.29%
07/05/2024 2.89% 0.35 CHF 0.36 CHF 320,000 320,000 319,495 319,495 109,318 CHF 112,518 CHF 99.94% 99.94%
06/05/2024 3.03% 0.33 CHF 0.34 CHF 320,000 320,000 320,000 320,000 103,903 CHF 107,103 CHF 100.00% 100.00%
03/05/2024 3.07% 0.32 CHF 0.33 CHF 320,000 320,000 320,000 320,000 102,746 CHF 105,946 CHF 98.78% 98.78%
02/05/2024 2.94% 0.34 CHF 0.35 CHF 320,000 320,000 320,000 320,000 107,310 CHF 110,510 CHF 100.00% 100.00%

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