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
29/05/2024 6.90% 0.14 CHF 0.15 CHF 500,000 500,000 500,000 500,000 70,000 CHF 75,000 CHF 99.82% 99.82%
28/05/2024 7.33% 0.14 CHF 0.15 CHF 500,000 500,000 500,000 500,000 65,796 CHF 70,796 CHF 99.58% 99.58%
27/05/2024 7.10% 0.13 CHF 0.14 CHF 500,000 500,000 500,000 500,000 68,012 CHF 73,012 CHF 99.92% 99.92%
24/05/2024 6.90% 0.14 CHF 0.15 CHF 500,000 500,000 500,000 500,000 70,000 CHF 75,000 CHF 99.64% 99.64%
23/05/2024 6.92% 0.14 CHF 0.15 CHF 500,000 500,000 500,000 500,000 69,809 CHF 74,809 CHF 98.52% 98.52%
22/05/2024 6.90% 0.14 CHF 0.15 CHF 500,000 500,000 500,000 500,000 70,000 CHF 75,000 CHF 98.81% 98.81%
21/05/2024 7.06% 0.13 CHF 0.14 CHF 500,000 500,000 500,000 500,000 68,395 CHF 73,395 CHF 99.95% 99.95%
17/05/2024 6.90% 0.14 CHF 0.15 CHF 500,000 500,000 500,000 500,000 70,000 CHF 75,000 CHF 99.90% 99.90%
16/05/2024 7.41% 0.13 CHF 0.14 CHF 500,000 500,000 500,000 500,000 65,000 CHF 70,000 CHF 98.94% 98.94%
15/05/2024 7.79% 0.13 CHF 0.14 CHF 500,000 500,000 500,000 500,000 64,871 CHF 70,129 CHF 98.05% 98.05%

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