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 14.82% 0.07 CHF 0.08 CHF 500,000 200,000 410,721 177,680 28,173 CHF 13,883 CHF 90.96% 90.96%
15/05/2024 16.99% 0.05 CHF 0.06 CHF 500,000 200,000 495,848 198,016 22,818 CHF 10,790 CHF 97.42% 97.42%
14/05/2024 21.81% 0.04 CHF 0.05 CHF 500,000 200,000 467,799 191,950 18,304 CHF 9,242 CHF 86.05% 86.05%
13/05/2024 15.65% 0.05 CHF 0.06 CHF 500,000 200,000 500,000 200,000 24,666 CHF 11,540 CHF 85.01% 85.01%
10/05/2024 16.86% 0.05 CHF 0.06 CHF 500,000 200,000 500,000 200,000 22,920 CHF 10,851 CHF 93.10% 93.10%
08/05/2024 18.30% 0.04 CHF 0.05 CHF 500,000 200,000 500,000 200,000 20,262 CHF 9,735 CHF 100.00% 100.00%
07/05/2024 18.21% 0.04 CHF 0.05 CHF 500,000 200,000 500,000 200,000 20,345 CHF 9,768 CHF 98.92% 98.92%
06/05/2024 21.69% 0.03 CHF 0.04 CHF 500,000 200,000 500,000 200,000 16,864 CHF 8,386 CHF 100.00% 100.00%
03/05/2024 22.93% 0.03 CHF 0.04 CHF 500,000 200,000 500,000 200,000 15,482 CHF 7,793 CHF 96.54% 96.54%
02/05/2024 19.23% 0.03 CHF 0.04 CHF 500,000 200,000 500,000 200,000 19,459 CHF 9,425 CHF 92.16% 92.16%

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