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 5.36% 0.18 CHF 0.19 CHF 300,000 300,000 296,624 296,624 53,844 CHF 56,810 CHF 99.85% 99.85%
15/05/2024 5.38% 0.18 CHF 0.19 CHF 300,000 300,000 294,807 294,807 53,334 CHF 56,282 CHF 100.00% 100.00%
14/05/2024 5.43% 0.18 CHF 0.19 CHF 300,000 300,000 299,588 299,588 53,682 CHF 56,678 CHF 99.77% 99.77%
13/05/2024 5.13% 0.19 CHF 0.20 CHF 275,000 275,000 275,195 275,195 52,243 CHF 54,995 CHF 100.00% 100.00%
10/05/2024 4.66% 0.21 CHF 0.22 CHF 250,000 250,000 250,000 250,000 52,444 CHF 54,944 CHF 100.00% 100.00%
08/05/2024 4.50% 0.22 CHF 0.23 CHF 250,000 250,000 249,477 249,477 54,158 CHF 56,652 CHF 100.00% 100.00%
07/05/2024 4.46% 0.22 CHF 0.23 CHF 250,000 250,000 250,000 250,000 54,864 CHF 57,364 CHF 99.85% 99.85%
06/05/2024 4.55% 0.22 CHF 0.23 CHF 250,000 250,000 250,000 250,000 53,683 CHF 56,183 CHF 99.81% 99.81%
03/05/2024 4.43% 0.22 CHF 0.23 CHF 250,000 250,000 248,897 248,897 54,902 CHF 57,391 CHF 100.00% 100.00%
02/05/2024 4.23% 0.23 CHF 0.24 CHF 225,000 225,000 227,734 227,734 52,636 CHF 54,914 CHF 100.00% 100.00%

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