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 3.72% 0.26 CHF 0.27 CHF 750,000 250,000 758,401 252,800 200,214 CHF 69,266 CHF 98.72% 98.72%
15/05/2024 3.58% 0.29 CHF 0.30 CHF 750,000 250,000 827,691 275,897 226,900 CHF 78,392 CHF 98.20% 98.20%
14/05/2024 3.97% 0.25 CHF 0.26 CHF 900,000 300,000 900,000 300,000 222,228 CHF 77,076 CHF 98.72% 98.72%
13/05/2024 4.30% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 204,760 CHF 71,253 CHF 95.17% 95.17%
10/05/2024 4.26% 0.23 CHF 0.24 CHF 900,000 300,000 900,000 300,000 206,617 CHF 71,872 CHF 98.78% 98.78%
08/05/2024 6.14% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 158,174 CHF 67,270 CHF 99.07% 99.07%
07/05/2024 6.41% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 151,038 CHF 64,415 CHF 98.84% 98.84%
06/05/2024 7.09% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 136,160 CHF 58,464 CHF 99.07% 99.07%
03/05/2024 6.89% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 140,281 CHF 60,112 CHF 99.04% 99.04%
02/05/2024 6.97% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 403,251 138,560 CHF 59,879 CHF 98.88% 98.88%

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