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
15/05/2024 2.03% 0.51 CHF 0.52 CHF 750,000 100,000 750,000 100,000 366,514 CHF 49,869 CHF 97.16% 97.16%
14/05/2024 2.10% 0.47 CHF 0.48 CHF 750,000 100,000 750,000 100,000 354,029 CHF 48,204 CHF 93.77% 93.77%
13/05/2024 2.19% 0.46 CHF 0.47 CHF 750,000 100,000 750,000 100,000 338,079 CHF 46,077 CHF 92.13% 92.13%
10/05/2024 2.32% 0.43 CHF 0.44 CHF 750,000 100,000 750,000 100,000 320,017 CHF 43,669 CHF 95.34% 95.34%
08/05/2024 2.39% 0.40 CHF 0.41 CHF 750,000 100,000 750,000 100,000 310,270 CHF 42,369 CHF 98.58% 98.58%
07/05/2024 3.65% 0.29 CHF 0.30 CHF 750,000 100,000 750,000 100,000 202,012 CHF 27,935 CHF 99.24% 99.24%
06/05/2024 3.81% 0.24 CHF 0.25 CHF 750,000 100,000 750,000 100,000 193,580 CHF 26,811 CHF 95.69% 95.69%
03/05/2024 4.02% 0.24 CHF 0.25 CHF 750,000 100,000 750,000 100,000 182,874 CHF 25,383 CHF 99.09% 99.09%
02/05/2024 4.38% 0.23 CHF 0.24 CHF 750,000 100,000 750,000 100,000 167,589 CHF 23,345 CHF 99.08% 99.08%
30/04/2024 3.58% 0.24 CHF 0.25 CHF 750,000 100,000 750,000 100,000 206,101 CHF 28,480 CHF 99.06% 99.06%

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