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 6.27% 0.16 CHF 0.17 CHF 325,000 325,000 340,270 340,270 52,551 CHF 55,954 CHF 99.58% 99.58%
28/05/2024 7.47% 0.13 CHF 0.14 CHF 400,000 400,000 402,514 402,514 51,915 CHF 55,940 CHF 99.80% 99.80%
27/05/2024 8.50% 0.12 CHF 0.13 CHF 425,000 425,000 461,131 461,131 51,958 CHF 56,569 CHF 100.00% 100.00%
24/05/2024 9.71% 0.12 CHF 0.13 CHF 500,000 500,000 519,173 452,508 50,899 CHF 49,304 CHF 100.00% 100.00%
23/05/2024 11.77% 0.08 CHF 0.09 CHF 625,000 325,000 628,711 325,679 50,281 CHF 29,298 CHF 99.70% 99.70%
22/05/2024 12.88% 0.08 CHF 0.09 CHF 675,000 350,000 694,261 360,100 50,394 CHF 29,745 CHF 98.47% 98.47%
21/05/2024 11.72% 0.08 CHF 0.09 CHF 625,000 325,000 617,196 320,196 49,639 CHF 28,931 CHF 100.00% 100.00%
17/05/2024 11.40% 0.09 CHF 0.10 CHF 600,000 300,000 611,043 311,841 50,567 CHF 28,914 CHF 99.65% 99.65%
16/05/2024 11.80% 0.08 CHF 0.09 CHF 625,000 325,000 628,110 326,555 50,088 CHF 29,307 CHF 99.86% 99.86%
15/05/2024 11.47% 0.09 CHF 0.10 CHF 625,000 325,000 616,374 314,561 50,663 CHF 28,986 CHF 100.00% 100.00%

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