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 4.37% 0.20 CHF 0.21 CHF 250,000 250,000 233,264 233,264 52,250 CHF 54,583 CHF 99.26% 99.26%
15/05/2024 4.52% 0.22 CHF 0.23 CHF 250,000 250,000 245,156 245,156 53,027 CHF 55,479 CHF 99.39% 99.39%
14/05/2024 3.79% 0.24 CHF 0.25 CHF 225,000 225,000 202,809 202,809 52,519 CHF 54,547 CHF 95.90% 95.90%
13/05/2024 5.38% 0.20 CHF 0.21 CHF 250,000 250,000 291,188 291,188 52,667 CHF 55,579 CHF 99.39% 99.39%
10/05/2024 5.27% 0.19 CHF 0.20 CHF 275,000 275,000 289,112 289,111 53,343 CHF 56,234 CHF 99.39% 99.39%
08/05/2024 6.75% 0.15 CHF 0.16 CHF 350,000 350,000 366,808 366,808 52,521 CHF 56,189 CHF 99.38% 99.38%
07/05/2024 6.93% 0.14 CHF 0.15 CHF 375,000 375,000 376,656 376,656 52,449 CHF 56,215 CHF 99.24% 99.24%
06/05/2024 7.27% 0.12 CHF 0.13 CHF 400,000 400,000 391,449 391,449 51,881 CHF 55,795 CHF 99.22% 99.22%
03/05/2024 6.87% 0.14 CHF 0.15 CHF 375,000 375,000 373,764 373,764 52,553 CHF 56,290 CHF 99.39% 99.39%
02/05/2024 8.15% 0.13 CHF 0.14 CHF 400,000 400,000 439,880 439,880 51,776 CHF 56,175 CHF 99.38% 99.38%

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