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 5.23% 0.23 CHF 0.24 CHF 748,800 748,800 317,719 317,719 63,195 CHF 66,385 CHF 99.97% 99.97%
15/05/2024 4.15% 0.22 CHF 0.23 CHF 445,100 445,100 199,493 199,493 48,481 CHF 50,510 CHF 99.76% 99.76%
14/05/2024 3.22% 0.26 CHF 0.27 CHF 422,200 422,200 192,710 192,710 58,320 CHF 60,252 CHF 99.83% 99.83%
13/05/2024 3.80% 0.28 CHF 0.29 CHF 438,000 438,000 196,928 196,928 52,899 CHF 54,877 CHF 98.43% 98.43%
10/05/2024 4.35% 0.27 CHF 0.28 CHF 542,100 542,100 236,096 236,096 56,236 CHF 58,601 CHF 100.00% 100.00%
08/05/2024 4.24% 0.23 CHF 0.24 CHF 571,600 571,600 252,923 252,923 59,659 CHF 62,194 CHF 99.07% 99.07%
07/05/2024 5.42% 0.20 CHF 0.21 CHF 711,300 711,300 310,955 310,955 58,677 CHF 61,793 CHF 99.71% 99.71%
06/05/2024 5.87% 0.18 CHF 0.19 CHF 628,800 628,800 279,944 279,944 47,356 CHF 50,178 CHF 100.00% 100.00%
03/05/2024 5.12% 0.21 CHF 0.22 CHF 737,600 737,600 242,508 242,508 46,759 CHF 49,197 CHF 99.14% 99.14%
02/05/2024 - 0.22 CHF - CHF 435,800 0 0 0 0 CHF 0 CHF 0.00% 99.98%

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