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 3.50% 0.45 CHF 0.46 CHF 100,000 100,000 100,000 100,000 43,404 CHF 44,951 CHF 99.30% 99.30%
15/05/2024 4.03% 0.41 CHF 0.42 CHF 100,000 100,000 99,242 99,242 39,133 CHF 40,737 CHF 98.89% 98.89%
14/05/2024 3.72% 0.43 CHF 0.44 CHF 100,000 100,000 99,110 99,110 42,230 CHF 43,811 CHF 99.17% 99.17%
13/05/2024 3.88% 0.39 CHF 0.41 CHF 100,000 100,000 100,000 100,000 39,097 CHF 40,646 CHF 100.00% 100.00%
10/05/2024 3.90% 0.40 CHF 0.41 CHF 100,000 100,000 100,000 100,000 41,217 CHF 42,854 CHF 100.00% 100.00%
08/05/2024 4.18% 0.39 CHF 0.41 CHF 100,000 100,000 100,000 100,000 39,077 CHF 40,747 CHF 100.00% 100.00%
07/05/2024 3.97% 0.38 CHF 0.39 CHF 100,000 100,000 100,000 100,000 37,399 CHF 38,911 CHF 98.92% 98.92%
06/05/2024 4.01% 0.38 CHF 0.39 CHF 100,000 100,000 100,000 100,000 39,083 CHF 40,681 CHF 100.00% 100.00%
03/05/2024 3.59% 0.40 CHF 0.41 CHF 100,000 100,000 100,000 100,000 43,107 CHF 44,683 CHF 97.70% 97.70%
02/05/2024 4.33% 0.35 CHF 0.36 CHF 100,000 100,000 100,000 100,000 34,874 CHF 36,416 CHF 99.12% 99.12%

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