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 2.87% 0.34 CHF 0.35 CHF 150,000 75,000 150,000 75,000 51,461 CHF 26,480 CHF 99.32% 99.32%
15/05/2024 3.00% 0.34 CHF 0.35 CHF 150,000 75,000 158,998 74,243 52,217 CHF 25,137 CHF 98.94% 98.94%
14/05/2024 3.01% 0.33 CHF 0.34 CHF 160,000 75,000 158,664 75,000 51,905 CHF 25,294 CHF 100.00% 100.00%
13/05/2024 3.21% 0.31 CHF 0.32 CHF 170,000 75,000 170,281 75,000 52,156 CHF 23,746 CHF 100.00% 100.00%
10/05/2024 3.03% 0.31 CHF 0.32 CHF 170,000 75,000 159,049 75,000 51,712 CHF 25,143 CHF 100.00% 100.00%
08/05/2024 2.69% 0.36 CHF 0.37 CHF 140,000 75,000 140,000 75,000 51,439 CHF 28,307 CHF 100.00% 100.00%
07/05/2024 2.66% 0.36 CHF 0.37 CHF 140,000 75,000 140,226 75,000 51,973 CHF 28,550 CHF 98.82% 98.82%
06/05/2024 2.75% 0.36 CHF 0.37 CHF 140,000 75,000 141,704 75,000 50,856 CHF 27,676 CHF 100.00% 100.00%
03/05/2024 2.72% 0.36 CHF 0.37 CHF 140,000 75,000 141,010 75,000 51,064 CHF 27,916 CHF 98.64% 98.64%
02/05/2024 2.84% 0.35 CHF 0.36 CHF 150,000 75,000 150,000 75,000 52,146 CHF 26,823 CHF 99.12% 99.12%

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