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
14/05/2024 21.97% 0.04 CHF 0.05 CHF 1,199,600 1,199,600 661,366 661,366 27,557 CHF 34,183 CHF 99.98% 99.98%
13/05/2024 22.41% 0.04 CHF 0.05 CHF 1,199,900 1,199,900 661,489 661,489 26,898 CHF 33,527 CHF 100.00% 100.00%
10/05/2024 20.33% 0.05 CHF 0.06 CHF 1,178,000 1,178,000 642,279 642,279 28,866 CHF 35,301 CHF 100.00% 100.00%
08/05/2024 22.57% 0.04 CHF 0.05 CHF 1,236,600 1,236,600 676,448 676,448 27,058 CHF 33,836 CHF 97.89% 97.89%
07/05/2024 22.57% 0.04 CHF 0.05 CHF 1,251,500 1,251,500 693,142 693,142 27,726 CHF 34,671 CHF 98.10% 98.10%
06/05/2024 22.56% 0.04 CHF 0.05 CHF 1,296,900 1,296,900 715,246 715,246 28,610 CHF 35,776 CHF 100.00% 100.00%
03/05/2024 23.07% 0.04 CHF 0.05 CHF 1,275,000 1,275,000 696,598 696,598 26,683 CHF 33,662 CHF 99.97% 99.97%
02/05/2024 24.92% 0.04 CHF 0.05 CHF 1,318,200 1,318,200 486,744 486,744 17,668 CHF 22,542 CHF 99.98% 99.98%
30/04/2024 20.57% 0.04 CHF 0.05 CHF 1,096,000 1,096,000 604,582 604,582 26,618 CHF 32,677 CHF 99.70% 99.70%
29/04/2024 20.32% 0.05 CHF 0.06 CHF 1,138,000 1,138,000 630,502 630,502 28,373 CHF 34,690 CHF 98.03% 98.03%

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