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 0.20% 4.85 CHF 4.86 CHF 200,000 200,000 200,000 200,000 1,004,580 CHF 1,006,580 CHF 100.00% 100.00%
15/05/2024 0.20% 5.19 CHF 5.20 CHF 200,000 200,000 200,000 200,000 1,012,160 CHF 1,014,160 CHF 97.65% 97.65%
14/05/2024 0.21% 4.90 CHF 4.91 CHF 200,000 200,000 200,000 200,000 972,827 CHF 974,827 CHF 91.69% 91.69%
13/05/2024 0.20% 4.93 CHF 4.94 CHF 200,000 200,000 200,000 200,000 982,974 CHF 984,974 CHF 100.00% 100.00%
10/05/2024 0.20% 4.95 CHF 4.96 CHF 200,000 200,000 200,000 200,000 1,004,920 CHF 1,006,920 CHF 99.80% 99.80%
08/05/2024 0.22% 4.46 CHF 4.47 CHF 200,000 200,000 200,000 200,000 897,789 CHF 899,789 CHF 100.00% 100.00%
07/05/2024 0.24% 4.40 CHF 4.41 CHF 200,000 200,000 200,000 200,000 825,869 CHF 827,869 CHF 100.00% 100.00%
06/05/2024 0.26% 3.85 CHF 3.86 CHF 200,000 200,000 200,000 200,000 754,634 CHF 756,634 CHF 100.00% 100.00%
03/05/2024 0.29% 3.50 CHF 3.51 CHF 200,000 200,000 200,000 200,000 700,601 CHF 702,601 CHF 91.26% 91.26%
02/05/2024 0.29% 3.40 CHF 3.41 CHF 200,000 200,000 200,000 200,000 684,474 CHF 686,474 CHF 100.00% 100.00%

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