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 2.47% 0.81 CHF 0.82 CHF 200,000 200,000 200,000 200,000 162,052 CHF 166,147 CHF 99.00% 99.00%
15/05/2024 3.28% 0.80 CHF 0.86 CHF 200,000 200,000 200,000 200,000 170,250 CHF 175,857 CHF 98.05% 98.05%
14/05/2024 1.15% 0.89 CHF 0.90 CHF 200,000 200,000 200,000 200,000 184,400 CHF 186,533 CHF 97.88% 97.88%
13/05/2024 1.18% 0.92 CHF 0.93 CHF 200,000 200,000 200,000 200,000 186,540 CHF 188,746 CHF 99.99% 99.99%
10/05/2024 1.05% 0.97 CHF 0.98 CHF 200,000 200,000 200,000 200,000 189,957 CHF 191,957 CHF 96.90% 96.90%
08/05/2024 1.00% 0.99 CHF 1.00 CHF 200,000 200,000 200,000 200,000 198,707 CHF 200,707 CHF 99.99% 99.99%
07/05/2024 1.06% 0.93 CHF 0.94 CHF 200,000 200,000 200,000 200,000 187,290 CHF 189,290 CHF 99.91% 99.91%
06/05/2024 1.67% 0.91 CHF 0.92 CHF 200,000 200,000 200,000 200,000 180,598 CHF 183,630 CHF 100.00% 100.00%
03/05/2024 2.07% 0.93 CHF 0.94 CHF 200,000 200,000 200,000 200,000 184,492 CHF 188,340 CHF 96.95% 96.95%
02/05/2024 1.38% 1.00 CHF 1.01 CHF 200,000 200,000 200,000 200,000 195,433 CHF 198,161 CHF 99.47% 99.47%

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