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
14/05/2024 2.28% 0.43 CHF 0.44 CHF 460,000 460,000 460,072 460,072 199,540 CHF 204,142 CHF 100.00% 100.00%
13/05/2024 2.27% 0.43 CHF 0.44 CHF 460,000 460,000 466,145 466,145 202,976 CHF 207,637 CHF 100.00% 100.00%
10/05/2024 2.33% 0.43 CHF 0.44 CHF 470,000 470,000 460,638 460,638 195,877 CHF 200,483 CHF 100.00% 100.00%
08/05/2024 2.14% 0.46 CHF 0.47 CHF 470,000 470,000 467,973 467,973 215,995 CHF 220,676 CHF 99.15% 99.15%
07/05/2024 2.15% 0.46 CHF 0.47 CHF 470,000 470,000 467,710 467,710 215,604 CHF 220,285 CHF 99.85% 99.85%
06/05/2024 2.18% 0.45 CHF 0.46 CHF 470,000 470,000 468,062 468,062 211,995 CHF 216,675 CHF 100.00% 100.00%
03/05/2024 2.16% 0.46 CHF 0.47 CHF 470,000 470,000 468,088 468,088 213,936 CHF 218,617 CHF 100.00% 100.00%
02/05/2024 2.17% 0.46 CHF 0.47 CHF 470,000 470,000 468,060 468,060 213,007 CHF 217,688 CHF 99.99% 99.99%
30/04/2024 2.10% 0.48 CHF 0.49 CHF 470,000 470,000 469,219 469,219 221,144 CHF 225,839 CHF 100.00% 100.00%
29/04/2024 2.22% 0.45 CHF 0.46 CHF 470,000 470,000 467,967 467,967 208,838 CHF 213,518 CHF 100.00% 100.00%

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