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 4.26% 0.23 CHF 0.24 CHF 750,000 100,000 750,000 100,000 172,406 CHF 23,988 CHF 92.96% 92.96%
15/05/2024 3.91% 0.23 CHF 0.24 CHF 750,000 100,000 750,000 100,000 188,606 CHF 26,148 CHF 97.16% 97.16%
14/05/2024 3.66% 0.27 CHF 0.28 CHF 750,000 100,000 750,000 100,000 201,294 CHF 27,839 CHF 93.77% 93.77%
13/05/2024 3.40% 0.28 CHF 0.30 CHF 750,000 100,000 750,000 100,000 216,750 CHF 29,900 CHF 92.11% 92.11%
10/05/2024 3.14% 0.31 CHF 0.32 CHF 750,000 100,000 750,000 100,000 235,460 CHF 32,395 CHF 95.33% 95.33%
08/05/2024 3.01% 0.35 CHF 0.36 CHF 750,000 100,000 750,000 100,000 245,737 CHF 33,765 CHF 98.58% 98.58%
07/05/2024 2.09% 0.46 CHF 0.47 CHF 750,000 100,000 750,000 100,000 355,182 CHF 48,358 CHF 99.24% 99.24%
06/05/2024 2.05% 0.50 CHF 0.51 CHF 750,000 100,000 750,000 100,000 362,585 CHF 49,345 CHF 95.70% 95.70%
03/05/2024 1.98% 0.50 CHF 0.51 CHF 750,000 100,000 750,000 100,000 374,532 CHF 50,938 CHF 99.09% 99.09%
02/05/2024 1.88% 0.52 CHF 0.53 CHF 750,000 100,000 750,000 100,000 395,430 CHF 53,724 CHF 99.09% 99.09%

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