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
29/05/2024 2.20% 0.46 CHF 0.47 CHF 450,000 150,000 415,389 138,463 186,244 CHF 63,466 CHF 99.26% 99.26%
28/05/2024 2.15% 0.44 CHF 0.45 CHF 450,000 150,000 387,235 129,082 177,860 CHF 60,580 CHF 99.27% 99.27%
27/05/2024 2.40% 0.46 CHF 0.47 CHF 450,000 150,000 450,000 150,000 185,450 CHF 63,317 CHF 99.27% 99.27%
24/05/2024 2.53% 0.42 CHF 0.43 CHF 450,000 150,000 449,987 150,000 175,825 CHF 60,110 CHF 99.27% 99.27%
23/05/2024 2.62% 0.37 CHF 0.38 CHF 450,000 150,000 450,000 150,000 169,786 CHF 58,095 CHF 99.24% 99.24%
22/05/2024 3.12% 0.33 CHF 0.34 CHF 450,000 150,000 450,000 150,000 142,303 CHF 48,934 CHF 99.27% 99.27%
21/05/2024 3.33% 0.29 CHF 0.30 CHF 450,000 150,000 450,000 150,000 132,850 CHF 45,784 CHF 99.17% 99.17%
17/05/2024 3.86% 0.28 CHF 0.29 CHF 450,000 150,000 450,000 150,000 115,695 CHF 40,065 CHF 99.06% 99.06%
16/05/2024 4.07% 0.23 CHF 0.24 CHF 450,000 150,000 450,000 150,000 108,467 CHF 37,656 CHF 99.27% 99.27%
15/05/2024 4.46% 0.22 CHF 0.23 CHF 450,000 150,000 501,531 167,177 109,638 CHF 38,218 CHF 99.12% 99.12%

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