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 7.52% 0.14 CHF 0.15 CHF 940,000 940,000 471,408 471,408 62,108 CHF 66,855 CHF 100.00% 100.00%
15/05/2024 6.05% 0.14 CHF 0.15 CHF 950,000 950,000 461,073 461,073 73,740 CHF 78,391 CHF 100.00% 100.00%
14/05/2024 7.58% 0.19 CHF 0.20 CHF 920,000 920,000 469,390 469,390 65,717 CHF 70,432 CHF 100.00% 100.00%
13/05/2024 8.91% 0.13 CHF 0.14 CHF 950,000 950,000 479,992 479,992 56,742 CHF 61,564 CHF 99.86% 99.86%
10/05/2024 7.49% 0.11 CHF 0.12 CHF 980,000 980,000 468,329 468,329 59,989 CHF 64,693 CHF 99.99% 99.99%
08/05/2024 6.06% 0.16 CHF 0.17 CHF 930,000 930,000 455,253 455,253 74,112 CHF 78,688 CHF 96.52% 96.52%
07/05/2024 4.25% 0.22 CHF 0.23 CHF 740,000 740,000 360,269 360,269 83,219 CHF 86,839 CHF 97.30% 97.30%
06/05/2024 3.86% 0.25 CHF 0.26 CHF 800,000 800,000 394,132 394,132 104,671 CHF 108,629 CHF 98.37% 98.37%
03/05/2024 4.25% 0.22 CHF 0.23 CHF 840,000 840,000 405,510 405,510 97,711 CHF 101,784 CHF 99.83% 99.83%
02/05/2024 3.80% 0.23 CHF 0.24 CHF 820,000 820,000 401,718 401,718 103,299 CHF 107,334 CHF 99.88% 99.88%

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