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 5.80% 0.18 CHF 0.19 CHF 100,000 100,000 99,062 99,062 16,773 CHF 17,765 CHF 100.00% 100.00%
15/05/2024 5.22% 0.19 CHF 0.20 CHF 100,000 100,000 99,063 99,063 18,689 CHF 19,681 CHF 100.00% 100.00%
14/05/2024 5.14% 0.19 CHF 0.20 CHF 100,000 100,000 99,539 99,539 18,997 CHF 19,993 CHF 98.80% 98.80%
13/05/2024 5.35% 0.18 CHF 0.19 CHF 100,000 100,000 99,060 99,060 18,237 CHF 19,228 CHF 100.00% 100.00%
10/05/2024 5.62% 0.17 CHF 0.18 CHF 100,000 100,000 99,172 99,172 17,335 CHF 18,328 CHF 99.48% 99.48%
08/05/2024 6.19% 0.16 CHF 0.17 CHF 100,000 100,000 99,735 99,735 15,683 CHF 16,681 CHF 99.54% 99.54%
07/05/2024 6.17% 0.16 CHF 0.17 CHF 100,000 100,000 98,936 98,936 15,711 CHF 16,701 CHF 99.77% 99.77%
06/05/2024 6.58% 0.16 CHF 0.17 CHF 100,000 100,000 98,860 98,860 14,714 CHF 15,704 CHF 98.67% 98.67%
03/05/2024 6.87% 0.14 CHF 0.15 CHF 100,000 100,000 99,833 99,833 14,066 CHF 15,065 CHF 98.59% 98.59%
02/05/2024 7.40% 0.13 CHF 0.14 CHF 100,000 100,000 99,586 99,586 13,016 CHF 14,012 CHF 99.26% 99.26%

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