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
17/05/2024 3.70% 2.91 CHF 3.02 CHF 2,500 2,500 2,500 2,500 7,758 CHF 8,050 CHF 100.00% 100.00%
16/05/2024 3.91% 2.58 CHF 2.67 CHF 20,000 5,000 11,755 3,732 29,828 CHF 9,550 CHF 99.32% 99.32%
15/05/2024 3.55% 2.36 CHF 2.44 CHF 30,000 5,000 30,000 4,944 70,491 CHF 12,031 CHF 98.95% 98.95%
14/05/2024 3.03% 2.34 CHF 2.40 CHF 30,000 5,000 30,000 5,000 60,494 CHF 10,389 CHF 97.33% 97.33%
13/05/2024 3.64% 1.64 CHF 1.70 CHF 40,000 7,500 40,000 7,500 56,929 CHF 11,069 CHF 100.00% 100.00%
10/05/2024 3.36% 1.44 CHF 1.49 CHF 40,000 7,500 40,000 7,500 58,627 CHF 11,368 CHF 100.00% 100.00%
08/05/2024 3.24% 1.37 CHF 1.42 CHF 40,000 7,500 40,000 7,500 58,148 CHF 11,261 CHF 100.00% 100.00%
07/05/2024 3.41% 1.37 CHF 1.41 CHF 40,000 7,500 45,511 7,500 56,198 CHF 9,621 CHF 99.98% 99.98%
06/05/2024 2.85% 1.21 CHF 1.25 CHF 50,000 10,000 49,760 9,973 57,529 CHF 11,860 CHF 100.00% 100.00%
03/05/2024 6.01% 0.92 CHF 0.97 CHF 5,000 5,000 5,000 5,000 4,642 CHF 4,929 CHF 98.56% 98.56%

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