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 3.25% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 227,043 CHF 78,181 CHF 97.11% 97.11%
15/05/2024 3.52% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 209,601 CHF 72,367 CHF 99.07% 99.07%
14/05/2024 3.38% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 218,656 CHF 75,386 CHF 96.94% 96.94%
13/05/2024 3.46% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 213,034 CHF 73,511 CHF 92.80% 92.80%
10/05/2024 3.28% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 225,366 CHF 77,622 CHF 98.74% 98.74%
08/05/2024 3.93% 0.26 CHF 0.27 CHF 900,000 300,000 900,000 300,000 224,625 CHF 77,875 CHF 96.73% 96.73%
07/05/2024 4.25% 0.24 CHF 0.25 CHF 900,000 300,000 900,000 300,000 207,545 CHF 72,182 CHF 97.00% 97.00%
06/05/2024 4.74% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 185,438 CHF 64,813 CHF 90.38% 90.38%
03/05/2024 4.94% 0.20 CHF 0.21 CHF 900,000 300,000 950,973 350,973 187,880 CHF 72,695 CHF 95.19% 95.19%
02/05/2024 4.94% 0.19 CHF 0.20 CHF 1,000,000 400,000 983,491 383,491 194,390 CHF 79,597 CHF 98.09% 98.09%

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