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 2.79% 0.35 CHF 0.36 CHF 750,000 250,000 750,000 250,000 264,751 CHF 90,750 CHF 98.67% 98.67%
15/05/2024 2.75% 0.38 CHF 0.39 CHF 750,000 250,000 770,673 256,891 276,978 CHF 94,895 CHF 98.60% 98.60%
14/05/2024 2.99% 0.33 CHF 0.34 CHF 900,000 300,000 899,719 299,906 296,764 CHF 101,920 CHF 98.41% 98.41%
13/05/2024 3.16% 0.31 CHF 0.32 CHF 900,000 300,000 900,000 300,000 280,073 CHF 96,358 CHF 93.95% 93.95%
10/05/2024 3.13% 0.32 CHF 0.33 CHF 900,000 300,000 900,000 300,000 283,375 CHF 97,458 CHF 98.89% 98.89%
08/05/2024 4.22% 0.24 CHF 0.25 CHF 1,000,000 400,000 997,874 397,874 231,873 CHF 96,419 CHF 99.07% 99.07%
07/05/2024 4.39% 0.23 CHF 0.24 CHF 1,000,000 400,000 1,000,000 400,000 222,949 CHF 93,180 CHF 98.82% 98.82%
06/05/2024 4.76% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 400,000 205,001 CHF 86,000 CHF 99.06% 99.06%
03/05/2024 4.66% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 400,000 209,786 CHF 87,914 CHF 99.03% 99.03%
02/05/2024 4.74% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 400,000 206,082 CHF 86,433 CHF 97.78% 97.78%

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