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 9.26% 1.06 CHF 1.11 CHF 200,000 200,000 93,332 76,705 92,438 CHF 83,153 CHF 94.32% 94.32%
28/05/2024 8.82% 0.83 CHF 0.88 CHF 200,000 200,000 89,819 75,613 86,980 CHF 78,720 CHF 97.18% 97.18%
27/05/2024 10.22% 0.92 CHF 1.02 CHF 60,000 40,000 59,843 40,000 55,568 CHF 41,150 CHF 98.93% 98.93%
24/05/2024 12.08% 1.14 CHF 1.24 CHF 100,000 100,000 53,112 37,483 71,468 CHF 54,863 CHF 98.97% 98.97%
23/05/2024 8.67% 1.46 CHF 1.51 CHF 100,000 100,000 69,052 38,696 72,804 CHF 46,978 CHF 92.37% 92.37%
22/05/2024 7.40% 1.11 CHF 1.25 CHF 100,000 100,000 44,417 22,800 56,518 CHF 31,074 CHF 78.06% 98.48%
21/05/2024 6.91% 1.35 CHF 1.40 CHF 200,000 200,000 80,723 74,748 104,954 CHF 103,004 CHF 99.62% 99.62%
17/05/2024 6.90% 1.16 CHF 1.21 CHF 100,000 100,000 57,180 37,528 70,573 CHF 48,856 CHF 98.74% 98.74%
16/05/2024 12.36% 1.51 CHF 1.71 CHF 40,000 20,000 40,000 20,000 60,771 CHF 34,386 CHF 77.55% 77.55%
15/05/2024 10.56% 1.91 CHF 2.06 CHF 50,000 50,000 31,475 18,681 73,104 CHF 45,938 CHF 99.61% 99.61%

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