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 4.19% 0.24 CHF 0.25 CHF 1,000,000 500,000 1,000,000 486,888 235,316 CHF 119,054 CHF 99.05% 99.05%
15/05/2024 4.04% 0.23 CHF 0.24 CHF 1,000,000 500,000 1,000,000 499,803 243,091 CHF 126,492 CHF 99.44% 99.44%
14/05/2024 3.89% 0.24 CHF 0.25 CHF 1,000,000 500,000 1,000,000 478,397 253,043 CHF 125,514 CHF 99.52% 99.52%
13/05/2024 4.02% 0.26 CHF 0.27 CHF 1,000,000 400,000 1,000,000 492,827 244,249 CHF 125,124 CHF 99.05% 99.05%
10/05/2024 4.00% 0.23 CHF 0.24 CHF 1,000,000 500,000 1,000,000 500,000 245,261 CHF 127,631 CHF 99.57% 99.57%
08/05/2024 4.08% 0.25 CHF 0.26 CHF 1,000,000 500,000 1,000,000 500,000 239,998 CHF 124,999 CHF 99.48% 99.48%
07/05/2024 3.79% 0.26 CHF 0.27 CHF 1,000,000 400,000 1,000,000 413,640 258,699 CHF 111,033 CHF 99.56% 99.56%
06/05/2024 3.41% 0.28 CHF 0.29 CHF 1,000,000 400,000 1,000,000 400,000 288,282 CHF 119,313 CHF 98.86% 98.86%
03/05/2024 3.48% 0.27 CHF 0.28 CHF 1,000,000 400,000 1,000,000 400,000 282,028 CHF 116,811 CHF 98.15% 98.15%
02/05/2024 4.19% 0.25 CHF 0.26 CHF 1,000,000 500,000 1,000,000 500,000 233,747 CHF 121,874 CHF 99.50% 99.50%

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