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 3.96% 0.26 CHF 0.27 CHF 600,000 200,000 600,000 200,000 148,800 CHF 51,600 CHF 99.36% 99.36%
15/05/2024 3.60% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 163,967 CHF 56,656 CHF 99.13% 99.13%
14/05/2024 3.42% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 172,705 CHF 59,569 CHF 99.36% 99.36%
13/05/2024 3.64% 0.26 CHF 0.27 CHF 600,000 200,000 600,000 200,000 162,229 CHF 56,076 CHF 98.90% 98.90%
10/05/2024 3.47% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 170,074 CHF 58,691 CHF 99.38% 99.38%
08/05/2024 3.55% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 167,634 CHF 57,878 CHF 99.37% 99.37%
07/05/2024 2.97% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 199,031 CHF 68,344 CHF 99.38% 99.38%
06/05/2024 3.40% 0.33 CHF 0.34 CHF 600,000 200,000 600,000 200,000 174,249 CHF 60,083 CHF 99.37% 99.37%
03/05/2024 3.84% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 153,238 CHF 53,079 CHF 99.18% 99.18%
02/05/2024 3.98% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 147,999 CHF 51,333 CHF 99.28% 99.28%

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