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 1.65% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 361,273 CHF 122,424 CHF 99.60% 99.60%
15/05/2024 1.62% 0.61 CHF 0.62 CHF 600,000 200,000 600,000 200,000 368,046 CHF 124,682 CHF 99.44% 99.44%
14/05/2024 1.67% 0.62 CHF 0.63 CHF 600,000 200,000 600,000 200,000 356,813 CHF 120,938 CHF 99.64% 99.64%
13/05/2024 1.66% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 359,058 CHF 121,686 CHF 99.02% 99.02%
10/05/2024 1.69% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 351,222 CHF 119,074 CHF 99.72% 99.72%
08/05/2024 1.89% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 313,843 CHF 106,614 CHF 99.56% 99.56%
07/05/2024 1.94% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 306,552 CHF 104,184 CHF 99.58% 99.58%
06/05/2024 2.13% 0.47 CHF 0.48 CHF 750,000 250,000 750,000 250,000 349,274 CHF 118,925 CHF 99.74% 99.74%
03/05/2024 2.11% 0.46 CHF 0.47 CHF 750,000 250,000 750,000 250,000 351,518 CHF 119,673 CHF 99.39% 99.39%
02/05/2024 2.16% 0.46 CHF 0.47 CHF 750,000 250,000 750,000 250,000 343,440 CHF 116,980 CHF 99.59% 99.59%

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