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
14/05/2024 5.91% 0.15 CHF 0.16 CHF 176,799 25,000 178,335 25,000 29,456 CHF 4,378 CHF 100.00% 100.00%
13/05/2024 5.76% 0.17 CHF 0.18 CHF 178,287 25,000 178,621 25,000 30,113 CHF 4,465 CHF 90.07% 90.07%
10/05/2024 6.21% 0.16 CHF 0.17 CHF 177,745 25,000 177,627 25,000 27,774 CHF 4,159 CHF 100.00% 100.00%
08/05/2024 5.76% 0.18 CHF 0.19 CHF 179,149 25,000 178,636 25,000 30,309 CHF 4,490 CHF 100.00% 100.00%
07/05/2024 5.26% 0.16 CHF 0.17 CHF 178,072 25,000 179,769 25,000 33,403 CHF 4,894 CHF 96.44% 96.44%
06/05/2024 4.39% 0.23 CHF 0.24 CHF 182,130 25,000 181,844 25,000 40,524 CHF 5,821 CHF 100.00% 100.00%
03/05/2024 4.40% 0.22 CHF 0.23 CHF 182,210 25,000 182,138 25,000 40,553 CHF 5,815 CHF 98.63% 98.63%
02/05/2024 4.00% 0.24 CHF 0.25 CHF 184,716 25,000 185,127 25,000 45,419 CHF 6,383 CHF 99.13% 99.13%
30/04/2024 3.88% 0.26 CHF 0.27 CHF 186,737 25,000 185,696 25,000 46,965 CHF 6,572 CHF 100.00% 100.00%
29/04/2024 3.69% 0.26 CHF 0.27 CHF 186,496 50,000 186,195 50,000 49,561 CHF 13,810 CHF 100.00% 100.00%

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