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
14/05/2024 1.68% 0.58 CHF 0.59 CHF 275,000 275,000 273,789 273,789 161,345 CHF 164,084 CHF 100.00% 100.00%
13/05/2024 1.58% 0.63 CHF 0.64 CHF 270,000 270,000 268,885 268,885 169,276 CHF 171,965 CHF 99.86% 99.86%
10/05/2024 1.61% 0.63 CHF 0.64 CHF 270,000 270,000 272,375 272,375 167,577 CHF 170,301 CHF 100.00% 100.00%
08/05/2024 1.96% 0.50 CHF 0.51 CHF 280,000 280,000 280,431 280,431 141,488 CHF 144,293 CHF 98.93% 98.93%
07/05/2024 2.31% 0.48 CHF 0.49 CHF 285,000 285,000 286,087 286,087 123,536 CHF 126,399 CHF 93.55% 93.55%
06/05/2024 2.22% 0.45 CHF 0.46 CHF 285,000 285,000 285,201 285,201 126,864 CHF 129,716 CHF 100.00% 100.00%
03/05/2024 2.46% 0.42 CHF 0.43 CHF 290,000 290,000 289,610 289,610 116,622 CHF 119,518 CHF 93.35% 93.35%
02/05/2024 2.61% 0.38 CHF 0.39 CHF 290,000 290,000 291,195 291,195 109,981 CHF 112,893 CHF 93.11% 93.11%
30/04/2024 2.32% 0.40 CHF 0.41 CHF 290,000 290,000 288,343 288,343 122,795 CHF 125,680 CHF 100.00% 100.00%
29/04/2024 2.71% 0.43 CHF 0.44 CHF 290,000 290,000 271,873 271,873 118,898 CHF 121,916 CHF 100.00% 100.00%

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