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
13/05/2024 2.91% 0.34 CHF 0.35 CHF 270,000 270,000 268,885 268,885 91,021 CHF 93,710 CHF 99.83% 99.83%
10/05/2024 2.80% 0.34 CHF 0.35 CHF 270,000 270,000 272,374 272,374 96,231 CHF 98,954 CHF 100.00% 100.00%
08/05/2024 2.14% 0.47 CHF 0.48 CHF 280,000 280,000 280,430 280,430 129,788 CHF 132,593 CHF 98.93% 98.93%
07/05/2024 1.86% 0.49 CHF 0.50 CHF 285,000 285,000 286,017 286,017 153,429 CHF 156,293 CHF 91.17% 91.17%
06/05/2024 1.90% 0.51 CHF 0.52 CHF 285,000 285,000 285,201 285,201 149,074 CHF 151,926 CHF 100.00% 100.00%
03/05/2024 1.75% 0.55 CHF 0.56 CHF 290,000 290,000 289,651 289,651 163,962 CHF 166,859 CHF 94.07% 94.07%
02/05/2024 1.67% 0.59 CHF 0.60 CHF 290,000 290,000 291,188 291,188 172,524 CHF 175,435 CHF 93.81% 93.81%
30/04/2024 1.81% 0.58 CHF 0.59 CHF 290,000 290,000 288,326 288,326 157,724 CHF 160,609 CHF 100.00% 100.00%
29/04/2024 2.24% 0.54 CHF 0.55 CHF 290,000 290,000 271,874 271,874 145,669 CHF 148,687 CHF 100.00% 100.00%
26/04/2024 1.71% 0.55 CHF 0.56 CHF 290,000 290,000 289,235 289,235 167,917 CHF 170,809 CHF 99.43% 99.43%

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