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 7.73% 0.27 CHF 0.28 CHF 190,000 100,000 145,768 84,234 42,314 CHF 25,493 CHF 99.00% 99.00%
15/05/2024 10.69% 0.25 CHF 0.32 CHF 20,000 20,000 127,533 73,261 35,297 CHF 21,322 CHF 97.92% 97.92%
14/05/2024 4.12% 0.27 CHF 0.28 CHF 190,000 100,000 195,298 98,953 50,202 CHF 26,452 CHF 97.88% 97.88%
13/05/2024 4.08% 0.26 CHF 0.27 CHF 200,000 100,000 188,186 98,506 50,505 CHF 27,464 CHF 99.99% 99.99%
10/05/2024 3.63% 0.27 CHF 0.28 CHF 190,000 100,000 189,468 100,000 51,203 CHF 28,047 CHF 97.00% 97.00%
08/05/2024 3.84% 0.25 CHF 0.26 CHF 200,000 100,000 200,000 100,000 51,138 CHF 26,569 CHF 99.99% 99.99%
07/05/2024 3.60% 0.28 CHF 0.29 CHF 180,000 100,000 187,282 100,000 51,023 CHF 28,273 CHF 99.94% 99.94%
06/05/2024 5.28% 0.29 CHF 0.30 CHF 180,000 100,000 160,982 92,150 47,298 CHF 28,106 CHF 99.99% 99.99%
03/05/2024 6.73% 0.31 CHF 0.32 CHF 170,000 100,000 154,101 86,499 43,277 CHF 25,404 CHF 96.51% 96.51%
02/05/2024 6.10% 0.22 CHF 0.23 CHF 230,000 100,000 206,505 94,455 47,331 CHF 22,664 CHF 99.47% 99.47%

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