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 3.11% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 190,763 CHF 65,588 CHF 98.72% 98.72%
15/05/2024 2.60% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 230,280 CHF 78,760 CHF 98.69% 98.69%
14/05/2024 3.24% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 182,353 CHF 62,784 CHF 98.80% 98.80%
13/05/2024 3.03% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 195,226 CHF 67,075 CHF 93.42% 93.42%
10/05/2024 3.10% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 190,753 CHF 65,584 CHF 98.78% 98.78%
08/05/2024 2.71% 0.38 CHF 0.39 CHF 600,000 200,000 600,000 200,000 218,926 CHF 74,976 CHF 98.73% 98.73%
07/05/2024 3.01% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 197,239 CHF 67,746 CHF 98.72% 98.72%
06/05/2024 3.36% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 175,711 CHF 60,570 CHF 98.81% 98.81%
03/05/2024 2.92% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 202,465 CHF 69,488 CHF 98.74% 98.74%
02/05/2024 2.74% 0.33 CHF 0.34 CHF 600,000 200,000 600,000 200,000 216,685 CHF 74,228 CHF 98.76% 98.76%

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