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 1.99% 0.53 CHF 0.54 CHF 100,000 100,000 105,152 100,000 52,406 CHF 50,904 CHF 98.61% 98.61%
15/05/2024 1.76% 0.56 CHF 0.57 CHF 100,000 100,000 99,796 98,979 56,154 CHF 56,686 CHF 98.94% 98.94%
14/05/2024 1.75% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 56,838 CHF 57,838 CHF 100.00% 100.00%
13/05/2024 1.82% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 54,567 CHF 55,567 CHF 100.00% 100.00%
10/05/2024 1.95% 0.51 CHF 0.52 CHF 100,000 100,000 100,301 100,000 51,009 CHF 51,862 CHF 100.00% 100.00%
08/05/2024 2.23% 0.44 CHF 0.45 CHF 120,000 100,000 118,796 100,000 52,627 CHF 45,318 CHF 100.00% 100.00%
07/05/2024 2.23% 0.44 CHF 0.45 CHF 120,000 100,000 119,109 100,000 52,745 CHF 45,296 CHF 96.44% 96.44%
06/05/2024 2.37% 0.43 CHF 0.44 CHF 120,000 100,000 122,908 100,000 51,350 CHF 42,824 CHF 94.79% 94.79%
03/05/2024 2.60% 0.39 CHF 0.40 CHF 130,000 100,000 136,931 100,000 52,021 CHF 39,021 CHF 98.64% 98.64%
02/05/2024 2.87% 0.34 CHF 0.35 CHF 150,000 100,000 150,808 100,000 51,782 CHF 35,377 CHF 99.12% 99.12%

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