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 3.31% 0.29 CHF 0.30 CHF 1,000,000 400,000 995,027 395,027 297,316 CHF 121,824 CHF 97.98% 97.98%
15/05/2024 3.21% 0.31 CHF 0.32 CHF 1,000,000 400,000 1,000,000 400,000 306,783 CHF 126,713 CHF 99.43% 99.43%
14/05/2024 3.27% 0.32 CHF 0.33 CHF 1,000,000 400,000 1,000,000 400,000 301,688 CHF 124,675 CHF 99.50% 99.50%
13/05/2024 3.20% 0.29 CHF 0.30 CHF 1,000,000 400,000 1,000,000 400,000 307,378 CHF 126,951 CHF 99.04% 99.04%
10/05/2024 3.12% 0.33 CHF 0.34 CHF 1,000,000 400,000 1,000,000 400,000 315,701 CHF 130,280 CHF 99.50% 99.50%
08/05/2024 2.98% 0.33 CHF 0.34 CHF 1,000,000 400,000 1,000,000 400,000 330,586 CHF 136,235 CHF 99.49% 99.49%
07/05/2024 3.15% 0.31 CHF 0.32 CHF 1,000,000 400,000 1,000,000 400,000 312,043 CHF 128,817 CHF 99.55% 99.55%
06/05/2024 3.51% 0.28 CHF 0.29 CHF 1,000,000 400,000 1,000,000 400,000 279,915 CHF 115,966 CHF 98.85% 98.85%
03/05/2024 3.31% 0.30 CHF 0.31 CHF 1,000,000 400,000 1,000,000 400,000 297,226 CHF 122,890 CHF 98.09% 98.09%
02/05/2024 2.76% 0.34 CHF 0.35 CHF 1,000,000 400,000 1,000,000 400,000 357,998 CHF 147,199 CHF 99.48% 99.48%

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