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 18.36% 0.05 CHF 0.06 CHF 2,022,000 2,022,000 2,021,910 2,021,910 100,125 CHF 120,345 CHF 100.00% 100.00%
13/05/2024 18.30% 0.05 CHF 0.06 CHF 2,099,700 2,099,700 2,099,700 2,099,700 104,331 CHF 125,328 CHF 100.00% 100.00%
10/05/2024 19.95% 0.05 CHF 0.06 CHF 2,108,700 2,108,700 2,103,540 2,103,540 94,950 CHF 115,985 CHF 100.00% 100.00%
08/05/2024 19.93% 0.05 CHF 0.06 CHF 2,115,900 2,115,900 2,115,420 2,115,420 95,624 CHF 116,781 CHF 99.24% 99.24%
07/05/2024 18.35% 0.05 CHF 0.06 CHF 2,013,600 2,013,600 2,018,180 2,018,180 99,991 CHF 120,173 CHF 97.61% 97.61%
06/05/2024 18.18% 0.05 CHF 0.06 CHF 2,020,300 2,020,300 2,039,690 2,039,690 101,984 CHF 122,381 CHF 100.00% 100.00%
03/05/2024 18.66% 0.05 CHF 0.06 CHF 1,827,400 1,827,400 1,835,870 1,835,870 89,387 CHF 107,746 CHF 99.99% 99.99%
02/05/2024 17.92% 0.06 CHF 0.07 CHF 1,954,100 1,954,100 1,954,520 1,954,520 99,388 CHF 118,933 CHF 100.00% 100.00%
30/04/2024 18.20% 0.05 CHF 0.06 CHF 2,015,600 2,015,600 2,002,930 2,002,930 100,146 CHF 120,186 CHF 100.00% 100.00%
29/04/2024 18.87% 0.05 CHF 0.06 CHF 2,186,600 2,186,600 2,146,420 2,146,420 104,839 CHF 126,338 CHF 99.99% 99.99%

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