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 10.82% 0.08 CHF 0.09 CHF 215,656 20,000 217,782 20,000 19,103 CHF 1,957 CHF 92.92% 92.92%
28/05/2024 8.33% 0.09 CHF 0.10 CHF 206,436 20,000 178,925 20,000 20,705 CHF 2,536 CHF 99.90% 99.90%
27/05/2024 6.71% 0.14 CHF 0.15 CHF 160,048 20,000 159,847 20,000 23,037 CHF 3,083 CHF 100.00% 100.00%
24/05/2024 7.69% 0.12 CHF 0.13 CHF 185,591 20,000 181,322 20,000 22,709 CHF 2,708 CHF 82.13% 82.13%
23/05/2024 5.58% 0.17 CHF 0.18 CHF 145,364 20,000 144,915 20,000 25,273 CHF 3,691 CHF 99.48% 99.48%
22/05/2024 6.29% 0.19 CHF 0.20 CHF 141,534 20,000 161,261 20,000 24,931 CHF 3,314 CHF 96.90% 96.90%
21/05/2024 5.92% 0.15 CHF 0.15 CHF 30,000 10,000 154,202 9,989 25,326 CHF 1,745 CHF 93.69% 94.40%
17/05/2024 4.11% 0.22 CHF 0.23 CHF 132,317 10,000 126,370 10,000 30,156 CHF 2,489 CHF 91.47% 91.47%
16/05/2024 3.18% 0.30 CHF 0.31 CHF 109,402 10,000 109,537 10,000 33,997 CHF 3,213 CHF 99.31% 99.31%
15/05/2024 4.23% 0.28 CHF 0.29 CHF 119,511 20,000 129,748 19,747 30,647 CHF 4,892 CHF 90.14% 90.14%

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