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 3.30% 0.28 CHF 0.30 CHF 150,000 150,000 147,332 147,332 45,567 CHF 47,048 CHF 100.00% 100.00%
14/05/2024 3.14% 0.35 CHF 0.36 CHF 150,000 150,000 154,144 154,144 48,824 CHF 50,368 CHF 100.00% 100.00%
13/05/2024 3.96% 0.28 CHF 0.28 CHF 170,000 170,000 170,000 170,000 42,157 CHF 43,857 CHF 100.00% 100.00%
10/05/2024 3.78% 0.25 CHF 0.26 CHF 170,000 170,000 170,000 170,000 44,097 CHF 45,797 CHF 100.00% 100.00%
08/05/2024 3.84% 0.26 CHF 0.27 CHF 170,000 170,000 169,961 169,961 43,401 CHF 45,101 CHF 99.06% 99.06%
07/05/2024 3.92% 0.26 CHF 0.27 CHF 170,000 170,000 169,780 169,780 42,633 CHF 44,333 CHF 99.66% 99.66%
06/05/2024 4.12% 0.25 CHF 0.26 CHF 170,000 170,000 175,184 175,184 41,652 CHF 43,404 CHF 100.00% 100.00%
03/05/2024 4.12% 0.23 CHF 0.24 CHF 180,000 180,000 178,899 178,899 42,510 CHF 44,299 CHF 99.99% 99.99%
02/05/2024 3.97% 0.23 CHF 0.24 CHF 180,000 180,000 180,000 180,000 44,468 CHF 46,268 CHF 99.99% 99.99%
30/04/2024 4.22% 0.23 CHF 0.24 CHF 170,000 170,000 170,000 170,000 39,471 CHF 41,171 CHF 100.00% 100.00%

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