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 2.86% 0.62 CHF 0.63 CHF 300,000 300,000 112,099 112,099 68,903 CHF 70,494 CHF 99.60% 99.60%
15/05/2024 2.47% 0.66 CHF 0.67 CHF 300,000 300,000 112,586 112,586 78,190 CHF 79,784 CHF 98.38% 98.38%
14/05/2024 4.58% 0.75 CHF 0.77 CHF 300,000 300,000 113,084 113,084 86,138 CHF 89,334 CHF 97.72% 97.72%
13/05/2024 2.47% 0.77 CHF 0.78 CHF 300,000 300,000 113,156 113,156 84,822 CHF 86,420 CHF 97.64% 97.64%
10/05/2024 4.61% 0.77 CHF 0.79 CHF 300,000 300,000 111,172 111,172 84,681 CHF 87,848 CHF 98.55% 98.55%
08/05/2024 4.28% 0.80 CHF 0.82 CHF 300,000 300,000 112,170 112,170 92,000 CHF 95,183 CHF 99.27% 99.27%
07/05/2024 4.51% 0.79 CHF 0.81 CHF 300,000 300,000 112,016 112,016 87,300 CHF 90,480 CHF 99.50% 99.50%
06/05/2024 4.08% 0.84 CHF 0.86 CHF 300,000 300,000 112,094 112,094 96,466 CHF 99,648 CHF 99.54% 99.54%
03/05/2024 3.43% 0.93 CHF 0.95 CHF 200,000 200,000 74,611 74,611 72,362 CHF 74,481 CHF 99.28% 99.28%
02/05/2024 3.25% 1.10 CHF 1.12 CHF 200,000 200,000 74,650 74,650 82,324 CHF 84,444 CHF 99.51% 99.51%

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