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 2.94% 0.34 CHF 0.35 CHF 350,000 350,000 352,652 352,652 118,142 CHF 121,668 CHF 99.58% 99.58%
15/05/2024 2.78% 0.35 CHF 0.36 CHF 400,000 400,000 400,000 400,000 142,000 CHF 146,000 CHF 99.58% 99.58%
14/05/2024 2.83% 0.34 CHF 0.35 CHF 400,000 400,000 400,000 400,000 139,208 CHF 143,208 CHF 99.54% 99.54%
13/05/2024 2.90% 0.34 CHF 0.35 CHF 400,000 400,000 400,000 400,000 135,935 CHF 139,935 CHF 99.52% 99.52%
10/05/2024 2.91% 0.34 CHF 0.35 CHF 350,000 350,000 350,000 350,000 118,450 CHF 121,950 CHF 99.54% 99.54%
08/05/2024 2.68% 0.37 CHF 0.38 CHF 350,000 350,000 350,000 350,000 128,652 CHF 132,152 CHF 99.58% 99.58%
07/05/2024 2.57% 0.37 CHF 0.38 CHF 350,000 350,000 350,000 350,000 134,489 CHF 137,989 CHF 99.57% 99.57%
06/05/2024 2.45% 0.40 CHF 0.41 CHF 300,000 300,000 300,000 300,000 120,966 CHF 123,966 CHF 99.53% 99.53%
03/05/2024 2.36% 0.43 CHF 0.44 CHF 300,000 300,000 300,000 300,000 125,469 CHF 128,469 CHF 99.52% 99.52%
02/05/2024 2.41% 0.41 CHF 0.42 CHF 300,000 300,000 300,000 300,000 122,810 CHF 125,810 CHF 99.47% 99.47%

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