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 1.35% 0.75 CHF 0.76 CHF 450,000 150,000 450,000 150,000 331,377 CHF 111,959 CHF 99.36% 99.36%
15/05/2024 1.42% 0.72 CHF 0.73 CHF 450,000 150,000 450,000 150,000 314,235 CHF 106,245 CHF 99.38% 99.38%
14/05/2024 1.58% 0.62 CHF 0.63 CHF 450,000 150,000 450,000 150,000 282,267 CHF 95,589 CHF 99.37% 99.37%
13/05/2024 1.66% 0.62 CHF 0.63 CHF 450,000 150,000 450,000 150,000 270,183 CHF 91,561 CHF 98.80% 98.80%
10/05/2024 2.10% 0.49 CHF 0.50 CHF 450,000 150,000 450,000 150,000 213,051 CHF 72,517 CHF 99.37% 99.37%
08/05/2024 2.96% 0.32 CHF 0.33 CHF 600,000 200,000 596,188 198,729 198,820 CHF 68,261 CHF 99.37% 99.37%
07/05/2024 3.76% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 156,891 CHF 54,297 CHF 98.15% 98.15%
06/05/2024 3.32% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 177,603 CHF 61,201 CHF 99.38% 99.38%
03/05/2024 3.32% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 177,853 CHF 61,284 CHF 99.35% 99.35%
02/05/2024 3.50% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 168,528 CHF 58,176 CHF 99.35% 99.35%

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