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 7.61% 0.11 CHF 0.12 CHF 425,000 425,000 404,009 404,007 51,101 CHF 55,141 CHF 99.46% 99.46%
28/05/2024 4.28% 0.20 CHF 0.21 CHF 250,000 250,000 225,859 225,858 51,640 CHF 53,898 CHF 99.77% 99.77%
27/05/2024 4.78% 0.23 CHF 0.24 CHF 250,000 250,000 252,439 252,438 51,543 CHF 54,067 CHF 99.32% 99.32%
24/05/2024 5.98% 0.18 CHF 0.19 CHF 325,000 325,000 323,844 323,844 52,615 CHF 55,854 CHF 100.00% 100.00%
23/05/2024 5.62% 0.18 CHF 0.19 CHF 300,000 300,000 304,669 304,672 52,618 CHF 55,665 CHF 99.57% 99.57%
22/05/2024 8.36% 0.14 CHF 0.15 CHF 375,000 375,000 447,869 447,866 51,423 CHF 55,902 CHF 98.22% 98.22%
21/05/2024 6.82% 0.14 CHF 0.15 CHF 375,000 375,000 367,548 367,554 52,088 CHF 55,764 CHF 100.00% 100.00%
17/05/2024 7.50% 0.16 CHF 0.17 CHF 350,000 350,000 406,396 406,393 52,245 CHF 56,309 CHF 100.00% 100.00%
16/05/2024 6.47% 0.14 CHF 0.15 CHF 350,000 350,000 350,572 350,575 52,446 CHF 55,953 CHF 99.77% 99.77%
15/05/2024 7.29% 0.14 CHF 0.15 CHF 375,000 375,000 393,563 393,553 52,063 CHF 55,997 CHF 100.00% 100.00%

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