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 4.86% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 429,628 202,842 CHF 90,700 CHF 99.03% 99.03%
15/05/2024 4.66% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 425,863 210,104 CHF 93,354 CHF 99.47% 99.47%
14/05/2024 4.40% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 417,450 223,195 CHF 96,942 CHF 99.52% 99.52%
13/05/2024 4.60% 0.23 CHF 0.24 CHF 1,000,000 400,000 1,000,000 400,026 212,648 CHF 89,065 CHF 99.02% 99.02%
10/05/2024 4.57% 0.20 CHF 0.21 CHF 1,000,000 500,000 1,000,000 419,965 214,304 CHF 93,914 CHF 99.47% 99.47%
08/05/2024 4.72% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 400,208 206,976 CHF 86,834 CHF 99.49% 99.49%
07/05/2024 4.31% 0.23 CHF 0.24 CHF 1,000,000 400,000 1,000,000 400,000 227,280 CHF 94,912 CHF 99.53% 99.53%
06/05/2024 3.79% 0.25 CHF 0.26 CHF 1,000,000 400,000 1,000,000 400,000 258,780 CHF 107,512 CHF 98.85% 98.85%
03/05/2024 3.81% 0.25 CHF 0.26 CHF 1,000,000 400,000 1,000,000 400,000 257,592 CHF 107,037 CHF 98.15% 98.15%
02/05/2024 4.79% 0.23 CHF 0.24 CHF 1,000,000 500,000 1,000,000 500,000 204,132 CHF 107,066 CHF 99.55% 99.55%

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