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 9.25% 0.11 CHF 0.12 CHF 229,700 229,700 224,580 224,580 23,195 CHF 25,441 CHF 100.00% 100.00%
13/05/2024 8.91% 0.11 CHF 0.12 CHF 222,900 222,900 221,982 221,982 23,828 CHF 26,048 CHF 100.00% 100.00%
10/05/2024 9.03% 0.11 CHF 0.12 CHF 227,200 227,200 226,265 226,265 23,928 CHF 26,191 CHF 100.00% 100.00%
08/05/2024 8.23% 0.12 CHF 0.13 CHF 226,900 226,900 225,931 225,931 26,353 CHF 28,612 CHF 99.07% 99.07%
07/05/2024 8.78% 0.11 CHF 0.12 CHF 240,000 240,000 238,982 238,982 26,058 CHF 28,448 CHF 97.67% 97.67%
06/05/2024 9.35% 0.10 CHF 0.11 CHF 217,000 217,000 215,704 215,704 22,022 CHF 24,179 CHF 100.00% 100.00%
03/05/2024 8.59% 0.12 CHF 0.13 CHF 222,900 222,900 221,982 221,982 24,736 CHF 26,956 CHF 100.00% 100.00%
02/05/2024 8.22% 0.11 CHF 0.12 CHF 187,800 187,800 187,025 187,025 21,846 CHF 23,717 CHF 100.00% 100.00%
30/04/2024 7.92% 0.13 CHF 0.14 CHF 212,500 212,500 202,733 202,733 24,632 CHF 26,660 CHF 100.00% 100.00%
29/04/2024 7.69% 0.12 CHF 0.13 CHF 192,500 192,500 199,652 199,652 24,968 CHF 26,965 CHF 100.00% 100.00%

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