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
15/05/2024 4.82% 0.21 CHF 0.22 CHF 350,000 350,000 350,000 350,000 70,939 CHF 74,439 CHF 99.56% 99.56%
14/05/2024 4.77% 0.20 CHF 0.21 CHF 300,000 300,000 300,000 300,000 61,497 CHF 64,497 CHF 99.55% 99.55%
13/05/2024 4.06% 0.24 CHF 0.25 CHF 250,000 250,000 250,000 250,000 60,402 CHF 62,902 CHF 99.56% 99.56%
10/05/2024 3.79% 0.26 CHF 0.27 CHF 250,000 250,000 250,000 250,000 64,820 CHF 67,320 CHF 99.47% 99.47%
08/05/2024 3.73% 0.26 CHF 0.27 CHF 300,000 300,000 300,000 300,000 78,982 CHF 81,982 CHF 99.48% 99.48%
07/05/2024 3.91% 0.25 CHF 0.26 CHF 250,000 250,000 250,000 250,000 62,634 CHF 65,134 CHF 99.55% 99.55%
06/05/2024 3.79% 0.26 CHF 0.27 CHF 250,000 250,000 250,000 250,000 64,789 CHF 67,289 CHF 99.55% 99.55%
03/05/2024 3.56% 0.28 CHF 0.29 CHF 225,000 225,000 225,000 225,000 62,085 CHF 64,335 CHF 99.50% 99.50%
02/05/2024 3.36% 0.29 CHF 0.30 CHF 250,000 250,000 233,781 233,781 68,358 CHF 70,696 CHF 99.50% 99.50%
30/04/2024 3.66% 0.29 CHF 0.30 CHF 300,000 300,000 300,000 300,000 80,589 CHF 83,589 CHF 99.57% 99.57%

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