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 10.95% 0.09 CHF 0.10 CHF 677,000 677,000 671,246 671,246 58,074 CHF 64,793 CHF 100.00% 100.00%
15/05/2024 9.43% 0.10 CHF 0.11 CHF 645,000 645,000 634,097 634,097 64,492 CHF 70,849 CHF 100.00% 100.00%
14/05/2024 10.00% 0.10 CHF 0.11 CHF 698,000 698,000 704,497 704,497 66,982 CHF 74,027 CHF 99.97% 99.97%
13/05/2024 11.40% 0.09 CHF 0.10 CHF 727,800 727,800 726,120 726,120 60,193 CHF 67,454 CHF 100.00% 100.00%
10/05/2024 11.11% 0.09 CHF 0.10 CHF 715,200 715,200 712,253 712,253 60,539 CHF 67,662 CHF 100.00% 100.00%
08/05/2024 11.07% 0.08 CHF 0.09 CHF 687,900 687,900 680,014 680,014 58,142 CHF 64,943 CHF 99.06% 99.06%
07/05/2024 10.44% 0.10 CHF 0.11 CHF 727,500 727,500 725,356 725,356 65,925 CHF 73,178 CHF 97.65% 97.65%
06/05/2024 11.01% 0.09 CHF 0.10 CHF 803,600 803,600 796,454 796,454 68,423 CHF 76,388 CHF 100.00% 100.00%
03/05/2024 12.06% 0.08 CHF 0.09 CHF 867,600 867,600 859,901 859,901 67,033 CHF 75,632 CHF 100.00% 100.00%
02/05/2024 12.48% 0.08 CHF 0.09 CHF 863,500 863,500 859,182 859,182 64,585 CHF 73,177 CHF 100.00% 100.00%

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