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 1.03% 0.97 CHF 0.98 CHF 450,000 150,000 450,000 150,000 432,664 CHF 145,721 CHF 99.37% 99.37%
15/05/2024 1.07% 0.95 CHF 0.96 CHF 450,000 150,000 450,000 150,000 420,096 CHF 141,532 CHF 99.53% 99.53%
14/05/2024 1.14% 0.87 CHF 0.88 CHF 600,000 200,000 523,320 174,440 456,051 CHF 153,761 CHF 99.36% 99.36%
13/05/2024 1.18% 0.86 CHF 0.87 CHF 600,000 200,000 575,859 191,955 486,668 CHF 164,144 CHF 98.79% 98.79%
10/05/2024 1.35% 0.75 CHF 0.76 CHF 600,000 200,000 600,000 200,000 443,468 CHF 149,823 CHF 99.36% 99.36%
08/05/2024 1.61% 0.61 CHF 0.62 CHF 600,000 200,000 600,000 200,000 369,793 CHF 125,264 CHF 99.37% 99.37%
07/05/2024 1.85% 0.54 CHF 0.55 CHF 600,000 200,000 600,000 200,000 321,795 CHF 109,265 CHF 98.16% 98.16%
06/05/2024 1.75% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 340,513 CHF 115,504 CHF 99.37% 99.37%
03/05/2024 1.74% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 341,263 CHF 115,754 CHF 99.35% 99.35%
02/05/2024 1.80% 0.54 CHF 0.55 CHF 600,000 200,000 600,000 199,994 330,813 CHF 112,268 CHF 99.34% 99.34%

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