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 20.03% 0.05 CHF 0.06 CHF 448,100 448,100 447,680 447,680 20,146 CHF 24,627 CHF 100.00% 100.00%
15/05/2024 20.09% 0.05 CHF 0.06 CHF 432,900 432,900 431,769 431,769 19,430 CHF 23,759 CHF 100.00% 100.00%
14/05/2024 19.77% 0.05 CHF 0.06 CHF 384,200 384,200 392,524 392,524 17,915 CHF 21,841 CHF 99.71% 99.71%
13/05/2024 17.73% 0.05 CHF 0.06 CHF 353,200 353,200 353,200 353,200 18,188 CHF 21,720 CHF 99.82% 99.82%
10/05/2024 16.72% 0.06 CHF 0.07 CHF 411,800 411,800 412,211 412,211 22,686 CHF 26,808 CHF 100.00% 100.00%
08/05/2024 16.56% 0.05 CHF 0.06 CHF 341,400 341,400 341,400 341,400 18,928 CHF 22,342 CHF 98.93% 98.93%
07/05/2024 15.52% 0.06 CHF 0.07 CHF 126,200 126,200 127,268 127,268 7,655 CHF 8,928 CHF 99.48% 99.48%
06/05/2024 6.57% 0.14 CHF 0.16 CHF 136,000 136,000 136,000 136,000 20,042 CHF 21,402 CHF 100.00% 100.00%
03/05/2024 6.34% 0.15 CHF 0.16 CHF 99,600 99,600 100,040 100,040 15,400 CHF 16,400 CHF 99.98% 99.98%
02/05/2024 4.98% 0.20 CHF 0.21 CHF 105,700 105,700 105,700 105,700 20,692 CHF 21,749 CHF 98.52% 98.52%

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