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
22/05/2024 5.02% 0.21 CHF 0.22 CHF 600,000 200,000 611,316 203,772 118,687 CHF 41,600 CHF 98.39% 98.39%
21/05/2024 4.94% 0.20 CHF 0.21 CHF 600,000 200,000 663,450 221,150 131,047 CHF 45,894 CHF 98.77% 98.77%
17/05/2024 4.24% 0.23 CHF 0.24 CHF 600,000 200,000 605,277 201,759 140,215 CHF 48,756 CHF 97.69% 97.69%
16/05/2024 3.45% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 171,272 CHF 59,091 CHF 98.70% 98.70%
15/05/2024 3.36% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 178,181 CHF 61,394 CHF 98.25% 98.25%
14/05/2024 3.84% 0.26 CHF 0.27 CHF 600,000 200,000 641,862 213,954 163,764 CHF 56,728 CHF 98.39% 98.39%
13/05/2024 4.30% 0.22 CHF 0.23 CHF 750,000 250,000 750,000 250,000 170,666 CHF 59,389 CHF 94.24% 94.24%
10/05/2024 4.29% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 171,296 CHF 59,599 CHF 98.76% 98.76%
08/05/2024 6.71% 0.15 CHF 0.16 CHF 900,000 300,000 900,000 300,000 129,958 CHF 46,319 CHF 99.09% 99.09%
07/05/2024 7.08% 0.15 CHF 0.16 CHF 900,000 300,000 900,249 300,249 122,875 CHF 43,981 CHF 98.85% 98.85%

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