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 1.10% 0.90 CHF 0.91 CHF 300,000 100,000 300,000 100,000 270,905 CHF 91,302 CHF 98.87% 98.87%
15/05/2024 1.20% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 248,060 CHF 83,687 CHF 99.10% 99.10%
14/05/2024 1.20% 0.82 CHF 0.83 CHF 300,000 100,000 300,000 100,000 249,177 CHF 84,059 CHF 98.24% 98.24%
13/05/2024 1.15% 0.87 CHF 0.88 CHF 300,000 100,000 300,000 100,000 260,002 CHF 87,667 CHF 94.83% 94.83%
10/05/2024 1.14% 0.85 CHF 0.86 CHF 300,000 100,000 300,000 100,000 260,747 CHF 87,916 CHF 98.92% 98.92%
08/05/2024 1.16% 0.86 CHF 0.87 CHF 300,000 100,000 300,000 100,000 257,018 CHF 86,673 CHF 98.82% 98.82%
07/05/2024 1.34% 0.80 CHF 0.81 CHF 300,000 100,000 300,000 100,000 223,333 CHF 75,444 CHF 99.15% 99.15%
06/05/2024 1.45% 0.71 CHF 0.72 CHF 300,000 100,000 300,000 100,000 205,637 CHF 69,546 CHF 98.80% 98.80%
03/05/2024 1.49% 0.68 CHF 0.69 CHF 300,000 100,000 300,000 100,000 199,866 CHF 67,622 CHF 98.38% 98.38%
02/05/2024 1.55% 0.64 CHF 0.65 CHF 300,000 100,000 300,000 100,000 191,656 CHF 64,886 CHF 98.82% 98.82%

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