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 7.41% 0.26 CHF 0.28 CHF 25,000 25,000 25,000 25,000 5,883 CHF 6,333 CHF 93.06% 93.06%
28/05/2024 8.03% 0.21 CHF 0.22 CHF 25,000 25,000 25,000 25,000 5,175 CHF 5,608 CHF 100.00% 100.00%
27/05/2024 6.88% 0.24 CHF 0.25 CHF 25,000 25,000 25,000 25,000 6,050 CHF 6,480 CHF 94.33% 94.33%
24/05/2024 7.69% 0.23 CHF 0.24 CHF 25,000 25,000 25,000 25,000 6,102 CHF 6,590 CHF 94.77% 94.77%
23/05/2024 8.38% 0.22 CHF 0.24 CHF 25,000 25,000 25,000 25,000 5,491 CHF 5,971 CHF 98.54% 98.54%
22/05/2024 4.05% 0.23 CHF 0.24 CHF 142,192 50,000 142,804 50,000 34,547 CHF 12,595 CHF 92.19% 92.19%
21/05/2024 3.87% 0.27 CHF 0.28 CHF 144,044 50,000 142,922 50,000 36,274 CHF 13,187 CHF 98.41% 98.41%
17/05/2024 3.76% 0.26 CHF 0.27 CHF 142,696 50,000 143,604 50,000 37,570 CHF 13,579 CHF 100.00% 100.00%
16/05/2024 3.30% 0.29 CHF 0.30 CHF 144,514 50,000 145,211 50,000 43,287 CHF 15,403 CHF 99.28% 99.28%
15/05/2024 3.32% 0.29 CHF 0.30 CHF 145,597 50,000 145,794 49,490 43,749 CHF 15,352 CHF 98.94% 98.94%

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