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 1.91% 0.55 CHF 0.56 CHF 100,000 100,000 100,151 100,000 51,978 CHF 52,904 CHF 98.61% 98.61%
15/05/2024 1.70% 0.58 CHF 0.59 CHF 100,000 100,000 99,796 98,979 58,210 CHF 58,726 CHF 98.95% 98.95%
14/05/2024 1.68% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 58,958 CHF 59,958 CHF 100.00% 100.00%
13/05/2024 1.75% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 56,567 CHF 57,567 CHF 100.00% 100.00%
10/05/2024 1.87% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 52,862 CHF 53,862 CHF 100.00% 100.00%
08/05/2024 2.14% 0.46 CHF 0.47 CHF 110,000 100,000 112,551 100,000 52,094 CHF 47,318 CHF 100.00% 100.00%
07/05/2024 2.14% 0.46 CHF 0.47 CHF 110,000 100,000 111,230 100,000 51,479 CHF 47,296 CHF 96.44% 96.44%
06/05/2024 2.26% 0.45 CHF 0.46 CHF 120,000 100,000 120,606 100,000 52,834 CHF 44,824 CHF 94.79% 94.79%
03/05/2024 2.47% 0.41 CHF 0.42 CHF 130,000 100,000 129,445 100,000 51,812 CHF 41,043 CHF 98.63% 98.63%
02/05/2024 2.71% 0.36 CHF 0.37 CHF 140,000 100,000 141,950 100,000 51,683 CHF 37,435 CHF 99.12% 99.12%

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