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
14/05/2024 3.26% 0.31 CHF 0.32 CHF 230,000 230,000 228,986 228,986 69,098 CHF 71,389 CHF 100.00% 100.00%
13/05/2024 3.15% 0.31 CHF 0.32 CHF 230,000 230,000 229,052 229,052 71,587 CHF 73,877 CHF 100.00% 100.00%
10/05/2024 3.12% 0.31 CHF 0.32 CHF 230,000 230,000 229,053 229,053 72,290 CHF 74,581 CHF 100.00% 100.00%
08/05/2024 3.47% 0.28 CHF 0.29 CHF 220,000 220,000 219,777 219,777 62,244 CHF 64,442 CHF 99.08% 99.08%
07/05/2024 3.81% 0.28 CHF 0.29 CHF 220,000 220,000 228,249 228,249 58,885 CHF 61,170 CHF 99.94% 99.94%
06/05/2024 4.32% 0.24 CHF 0.25 CHF 230,000 230,000 229,052 229,052 52,003 CHF 54,294 CHF 100.00% 100.00%
03/05/2024 4.80% 0.18 CHF 0.19 CHF 230,000 230,000 229,051 229,051 46,741 CHF 49,031 CHF 99.99% 99.99%
02/05/2024 4.40% 0.22 CHF 0.23 CHF 230,000 230,000 229,051 229,051 50,902 CHF 53,192 CHF 100.00% 100.00%
30/04/2024 4.47% 0.21 CHF 0.22 CHF 230,000 230,000 228,872 228,872 50,133 CHF 52,424 CHF 100.00% 100.00%
29/04/2024 4.54% 0.22 CHF 0.23 CHF 230,000 230,000 229,035 229,035 49,359 CHF 51,650 CHF 100.00% 100.00%

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