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
21/05/2024 13.64% 0.07 CHF 0.08 CHF 1,094,200 1,094,200 1,095,980 1,095,980 74,957 CHF 85,918 CHF 98.96% 98.96%
17/05/2024 13.50% 0.07 CHF 0.08 CHF 1,137,600 1,137,600 1,137,610 1,137,610 78,639 CHF 90,015 CHF 99.33% 99.33%
16/05/2024 15.31% 0.07 CHF 0.08 CHF 1,416,500 1,416,500 1,430,160 1,430,160 86,452 CHF 100,766 CHF 100.00% 100.00%
15/05/2024 18.03% 0.05 CHF 0.06 CHF 1,478,200 1,478,200 1,474,360 1,474,360 74,848 CHF 89,631 CHF 100.00% 100.00%
14/05/2024 18.26% 0.05 CHF 0.06 CHF 1,418,100 1,418,100 1,428,920 1,428,920 71,142 CHF 85,431 CHF 99.69% 99.69%
13/05/2024 16.96% 0.06 CHF 0.07 CHF 1,366,200 1,366,200 1,361,520 1,361,520 73,540 CHF 87,155 CHF 100.00% 100.00%
10/05/2024 16.67% 0.06 CHF 0.07 CHF 1,394,200 1,394,200 1,395,520 1,395,520 76,753 CHF 90,709 CHF 100.00% 100.00%
08/05/2024 17.32% 0.06 CHF 0.07 CHF 1,488,400 1,488,400 1,489,210 1,489,210 78,679 CHF 93,571 CHF 99.09% 99.09%
07/05/2024 18.40% 0.05 CHF 0.06 CHF 1,629,300 1,629,300 1,631,930 1,631,930 80,612 CHF 96,931 CHF 99.93% 99.93%
06/05/2024 20.06% 0.05 CHF 0.06 CHF 1,833,500 1,833,500 1,834,640 1,834,640 82,294 CHF 100,640 CHF 100.00% 100.00%

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