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 6.92% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 139,557 CHF 74,779 CHF 99.37% 99.37%
15/05/2024 6.69% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 144,721 CHF 77,361 CHF 99.38% 99.38%
14/05/2024 6.10% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 500,000 159,040 CHF 84,520 CHF 99.36% 99.36%
13/05/2024 5.97% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 500,000 162,856 CHF 86,428 CHF 98.79% 98.79%
10/05/2024 5.14% 0.19 CHF 0.20 CHF 1,000,000 500,000 1,000,000 494,983 189,592 CHF 98,716 CHF 99.36% 99.36%
08/05/2024 4.29% 0.23 CHF 0.24 CHF 1,000,000 400,000 1,000,000 400,000 228,135 CHF 95,254 CHF 99.37% 99.37%
07/05/2024 3.54% 0.27 CHF 0.28 CHF 1,000,000 400,000 982,418 382,418 272,676 CHF 109,781 CHF 98.15% 98.15%
06/05/2024 3.57% 0.27 CHF 0.28 CHF 1,000,000 400,000 1,000,000 400,000 275,553 CHF 114,221 CHF 99.38% 99.38%
03/05/2024 3.53% 0.28 CHF 0.29 CHF 1,000,000 400,000 1,000,000 400,000 278,521 CHF 115,408 CHF 99.35% 99.35%
02/05/2024 3.40% 0.29 CHF 0.30 CHF 1,000,000 400,000 990,916 390,916 286,395 CHF 116,832 CHF 99.36% 99.36%

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