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
15/05/2024 4.26% 0.23 CHF 0.24 CHF 86,000 86,000 85,745 85,745 19,784 CHF 20,643 CHF 100.00% 100.00%
14/05/2024 3.92% 0.23 CHF 0.24 CHF 86,000 86,000 85,983 85,983 21,554 CHF 22,414 CHF 100.00% 100.00%
13/05/2024 4.09% 0.25 CHF 0.26 CHF 86,000 86,000 86,000 86,000 20,613 CHF 21,473 CHF 100.00% 100.00%
10/05/2024 3.82% 0.26 CHF 0.27 CHF 86,000 86,000 86,000 86,000 22,113 CHF 22,973 CHF 100.00% 100.00%
08/05/2024 2.92% 0.33 CHF 0.34 CHF 88,000 88,000 87,985 87,985 29,679 CHF 30,559 CHF 99.09% 99.09%
07/05/2024 2.78% 0.33 CHF 0.34 CHF 88,000 88,000 88,451 88,451 31,415 CHF 32,300 CHF 99.88% 99.88%
06/05/2024 2.40% 0.40 CHF 0.41 CHF 90,000 90,000 90,196 90,196 37,108 CHF 38,010 CHF 100.00% 100.00%
03/05/2024 2.36% 0.43 CHF 0.44 CHF 90,000 90,000 90,247 90,247 37,818 CHF 38,720 CHF 100.00% 100.00%
02/05/2024 2.25% 0.44 CHF 0.45 CHF 90,000 90,000 91,195 91,195 40,135 CHF 41,047 CHF 99.99% 99.99%
30/04/2024 2.35% 0.44 CHF 0.45 CHF 90,000 90,000 89,947 89,947 37,852 CHF 38,752 CHF 100.00% 100.00%

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