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 2.71% 0.37 CHF 0.38 CHF 300,000 300,000 299,117 299,117 108,814 CHF 111,805 CHF 99.52% 99.52%
15/05/2024 2.80% 0.36 CHF 0.37 CHF 300,000 300,000 300,000 300,000 105,597 CHF 108,597 CHF 99.48% 99.53%
14/05/2024 2.68% 0.36 CHF 0.37 CHF 300,000 300,000 300,000 300,000 110,600 CHF 113,600 CHF 99.55% 99.55%
13/05/2024 2.63% 0.37 CHF 0.38 CHF 250,000 250,000 250,000 250,000 93,898 CHF 96,398 CHF 99.52% 99.52%
10/05/2024 2.71% 0.38 CHF 0.39 CHF 300,000 300,000 300,000 300,000 109,131 CHF 112,131 CHF 99.58% 99.58%
08/05/2024 2.82% 0.36 CHF 0.37 CHF 300,000 300,000 300,000 300,000 104,841 CHF 107,841 CHF 99.56% 99.56%
07/05/2024 2.83% 0.34 CHF 0.35 CHF 300,000 300,000 300,000 300,000 104,453 CHF 107,453 CHF 99.55% 99.55%
06/05/2024 2.74% 0.36 CHF 0.37 CHF 300,000 300,000 300,000 300,000 108,016 CHF 111,016 CHF 99.57% 99.57%
03/05/2024 2.63% 0.37 CHF 0.38 CHF 250,000 250,000 250,000 250,000 93,826 CHF 96,326 CHF 99.56% 99.56%
02/05/2024 2.61% 0.38 CHF 0.39 CHF 300,000 300,000 267,574 267,574 101,015 CHF 103,691 CHF 99.45% 99.45%

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