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 10.57% 0.09 CHF 0.10 CHF 300,000 100,000 300,000 100,000 26,898 CHF 9,966 CHF 87.32% 87.32%
15/05/2024 11.81% 0.09 CHF 0.10 CHF 300,000 100,000 299,256 99,752 24,098 CHF 9,038 CHF 97.11% 97.11%
14/05/2024 10.92% 0.08 CHF 0.09 CHF 300,000 100,000 300,000 100,000 26,039 CHF 9,680 CHF 98.56% 98.56%
13/05/2024 10.53% 0.09 CHF 0.10 CHF 300,000 100,000 300,000 100,000 27,000 CHF 10,000 CHF 96.49% 96.49%
10/05/2024 10.84% 0.09 CHF 0.10 CHF 300,000 100,000 300,000 100,000 26,242 CHF 9,747 CHF 98.02% 98.02%
08/05/2024 12.87% 0.08 CHF 0.09 CHF 300,000 100,000 300,000 100,000 21,877 CHF 8,292 CHF 99.74% 99.74%
07/05/2024 15.39% 0.06 CHF 0.07 CHF 300,000 100,000 299,300 99,825 17,958 CHF 6,988 CHF 59.51% 90.72%
06/05/2024 14.36% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 19,495 CHF 7,498 CHF 97.92% 97.92%
03/05/2024 15.28% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 18,149 CHF 7,050 CHF 97.83% 97.83%
02/05/2024 15.38% 0.06 CHF 0.07 CHF 300,000 100,000 300,000 100,000 18,000 CHF 7,000 CHF 99.41% 99.41%

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