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 8.24% 0.19 CHF 0.21 CHF 25,000 25,000 25,000 25,000 5,189 CHF 5,633 CHF 92.64% 92.64%
28/05/2024 7.50% 0.23 CHF 0.25 CHF 25,000 25,000 25,000 25,000 5,712 CHF 6,157 CHF 97.53% 97.53%
27/05/2024 8.15% 0.21 CHF 0.22 CHF 25,000 25,000 25,000 25,000 5,134 CHF 5,569 CHF 100.00% 100.00%
24/05/2024 7.98% 0.21 CHF 0.23 CHF 25,000 25,000 25,000 25,000 5,095 CHF 5,518 CHF 49.25% 49.25%
23/05/2024 7.76% 0.22 CHF 0.24 CHF 25,000 25,000 25,000 25,000 5,475 CHF 5,917 CHF 98.54% 98.54%
22/05/2024 4.66% 0.22 CHF 0.23 CHF 230,000 50,000 240,110 50,000 50,378 CHF 10,995 CHF 92.19% 92.19%
21/05/2024 4.75% 0.20 CHF 0.21 CHF 250,000 50,000 245,046 50,000 50,354 CHF 10,785 CHF 99.99% 99.99%
17/05/2024 4.81% 0.20 CHF 0.21 CHF 250,000 50,000 247,616 50,000 50,205 CHF 10,645 CHF 97.36% 97.36%
16/05/2024 5.26% 0.19 CHF 0.20 CHF 270,000 50,000 274,732 50,000 50,874 CHF 9,763 CHF 81.93% 81.93%
15/05/2024 5.37% 0.19 CHF 0.20 CHF 270,000 50,000 277,423 49,611 50,718 CHF 9,573 CHF 95.72% 95.72%

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