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 1.68% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 353,932 CHF 119,977 CHF 97.14% 97.14%
15/05/2024 1.80% 0.57 CHF 0.58 CHF 600,000 200,000 600,000 200,000 331,290 CHF 112,430 CHF 98.30% 98.30%
14/05/2024 1.75% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 340,521 CHF 115,507 CHF 96.93% 96.93%
13/05/2024 1.78% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 333,916 CHF 113,305 CHF 92.63% 92.63%
10/05/2024 1.71% 0.57 CHF 0.58 CHF 600,000 200,000 600,000 200,000 348,836 CHF 118,279 CHF 98.74% 98.74%
08/05/2024 1.97% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 300,931 CHF 102,310 CHF 96.11% 96.11%
07/05/2024 2.10% 0.49 CHF 0.50 CHF 600,000 200,000 600,000 200,000 282,628 CHF 96,209 CHF 96.50% 96.50%
06/05/2024 2.27% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 261,315 CHF 89,105 CHF 90.39% 90.39%
03/05/2024 2.36% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 251,789 CHF 85,930 CHF 95.20% 95.20%
02/05/2024 2.37% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 250,720 CHF 85,574 CHF 97.78% 97.78%

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