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
23/05/2024 4.24% 0.23 CHF 0.24 CHF 750,000 250,000 750,000 250,000 173,301 CHF 60,267 CHF 95.45% 95.45%
22/05/2024 3.95% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 186,213 CHF 64,571 CHF 98.41% 98.41%
21/05/2024 3.62% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 203,239 CHF 70,246 CHF 96.63% 96.63%
17/05/2024 2.97% 0.33 CHF 0.34 CHF 600,000 200,000 607,068 202,356 201,131 CHF 69,067 CHF 98.50% 98.50%
16/05/2024 2.93% 0.33 CHF 0.34 CHF 600,000 200,000 603,257 201,086 203,236 CHF 69,756 CHF 98.91% 98.91%
15/05/2024 2.56% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 231,755 CHF 79,252 CHF 99.18% 99.18%
14/05/2024 2.69% 0.38 CHF 0.39 CHF 600,000 200,000 600,000 200,000 219,969 CHF 75,323 CHF 98.42% 98.42%
13/05/2024 3.04% 0.34 CHF 0.35 CHF 600,000 200,000 715,535 238,512 231,151 CHF 79,435 CHF 95.20% 95.20%
10/05/2024 2.97% 0.34 CHF 0.35 CHF 600,000 200,000 692,262 230,754 229,195 CHF 78,706 CHF 98.91% 98.91%
08/05/2024 2.35% 0.40 CHF 0.41 CHF 450,000 150,000 450,000 150,000 189,284 CHF 64,595 CHF 98.93% 98.93%

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