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
16/05/2024 11.03% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 85,906 CHF 47,953 CHF 99.37% 99.37%
15/05/2024 9.81% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 97,118 CHF 53,559 CHF 99.38% 99.38%
14/05/2024 8.70% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 109,964 CHF 59,982 CHF 99.36% 99.36%
13/05/2024 8.41% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 114,297 CHF 62,149 CHF 98.80% 98.80%
10/05/2024 6.91% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 487,040 139,960 CHF 72,934 CHF 99.36% 99.36%
08/05/2024 5.31% 0.18 CHF 0.19 CHF 1,000,000 400,000 1,000,000 400,000 183,347 CHF 77,339 CHF 99.38% 99.38%
07/05/2024 4.04% 0.23 CHF 0.24 CHF 900,000 300,000 899,978 299,993 218,622 CHF 75,874 CHF 98.16% 98.16%
06/05/2024 4.11% 0.23 CHF 0.24 CHF 900,000 300,000 900,000 300,000 214,388 CHF 74,463 CHF 99.37% 99.37%
03/05/2024 4.08% 0.25 CHF 0.26 CHF 900,000 300,000 900,000 300,000 216,303 CHF 75,101 CHF 99.35% 99.35%
02/05/2024 3.88% 0.26 CHF 0.27 CHF 900,000 300,000 900,000 300,000 227,799 CHF 78,933 CHF 99.35% 99.35%

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