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 11.67% 0.13 CHF 0.15 CHF 25,000 25,000 25,000 25,000 3,592 CHF 4,035 CHF 92.64% 92.64%
28/05/2024 11.11% 0.16 CHF 0.18 CHF 25,000 25,000 25,000 25,000 4,028 CHF 4,502 CHF 97.53% 97.53%
27/05/2024 12.05% 0.15 CHF 0.16 CHF 25,000 25,000 25,000 25,000 3,583 CHF 4,042 CHF 100.00% 100.00%
24/05/2024 12.09% 0.15 CHF 0.17 CHF 25,000 25,000 25,000 25,000 3,545 CHF 4,000 CHF 94.77% 94.77%
23/05/2024 10.89% 0.15 CHF 0.17 CHF 25,000 25,000 25,000 25,000 3,900 CHF 4,349 CHF 98.54% 98.54%
22/05/2024 6.46% 0.16 CHF 0.17 CHF 287,107 50,000 296,154 50,000 44,395 CHF 7,998 CHF 92.19% 92.19%
21/05/2024 6.60% 0.14 CHF 0.15 CHF 313,472 50,000 302,573 50,000 44,371 CHF 7,835 CHF 99.99% 99.99%
17/05/2024 6.84% 0.14 CHF 0.15 CHF 296,196 50,000 308,778 50,000 43,651 CHF 7,573 CHF 97.36% 97.36%
16/05/2024 7.68% 0.13 CHF 0.14 CHF 327,851 50,000 333,490 50,000 41,773 CHF 6,768 CHF 81.26% 81.26%
15/05/2024 7.81% 0.13 CHF 0.14 CHF 330,648 50,000 334,239 49,611 41,164 CHF 6,606 CHF 95.72% 95.72%

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