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 2.14% 0.46 CHF 0.47 CHF 430,000 430,000 429,382 429,382 199,877 CHF 204,177 CHF 100.00% 100.00%
15/05/2024 1.96% 0.50 CHF 0.51 CHF 420,000 420,000 419,257 419,257 213,244 CHF 217,444 CHF 100.00% 100.00%
14/05/2024 2.13% 0.50 CHF 0.51 CHF 450,000 450,000 450,000 450,000 209,527 CHF 214,027 CHF 100.00% 100.00%
13/05/2024 2.14% 0.46 CHF 0.47 CHF 430,000 430,000 430,000 430,000 199,266 CHF 203,566 CHF 100.00% 100.00%
10/05/2024 2.35% 0.45 CHF 0.46 CHF 470,000 470,000 470,000 470,000 197,742 CHF 202,442 CHF 100.00% 100.00%
08/05/2024 1.91% 0.47 CHF 0.48 CHF 440,000 440,000 440,000 440,000 228,754 CHF 233,154 CHF 99.63% 99.63%
07/05/2024 2.05% 0.49 CHF 0.50 CHF 450,000 450,000 450,000 450,000 217,222 CHF 221,722 CHF 100.00% 100.00%
06/05/2024 2.13% 0.47 CHF 0.48 CHF 430,000 430,000 430,000 430,000 199,931 CHF 204,231 CHF 100.00% 100.00%
03/05/2024 2.16% 0.48 CHF 0.49 CHF 440,000 440,000 440,000 440,000 201,362 CHF 205,762 CHF 99.97% 99.97%
02/05/2024 2.11% 0.51 CHF 0.52 CHF 440,000 440,000 440,000 440,000 206,965 CHF 211,365 CHF 100.00% 100.00%

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