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 0.75% 13.04 CHF 13.15 CHF 10,000 7,500 10,000 7,500 136,629 CHF 103,247 CHF 88.56% 88.56%
15/05/2024 0.74% 13.87 CHF 13.97 CHF 10,000 7,500 10,000 7,420 132,460 CHF 98,992 CHF 92.57% 92.57%
14/05/2024 0.93% 12.93 CHF 13.05 CHF 3,750 3,750 3,750 3,750 46,843 CHF 47,279 CHF 99.74% 99.74%
13/05/2024 0.94% 12.83 CHF 12.95 CHF 3,750 3,750 3,750 3,750 49,204 CHF 49,668 CHF 100.00% 100.00%
10/05/2024 0.77% 13.27 CHF 13.38 CHF 3,750 3,750 6,224 5,234 82,009 CHF 69,499 CHF 83.72% 83.72%
08/05/2024 0.72% 11.94 CHF 12.03 CHF 10,000 7,500 10,000 7,500 120,731 CHF 91,204 CHF 99.64% 99.64%
07/05/2024 0.75% 11.67 CHF 11.75 CHF 10,000 7,500 10,000 7,500 114,631 CHF 86,623 CHF 97.06% 97.06%
06/05/2024 0.72% 11.51 CHF 11.59 CHF 10,000 7,500 10,000 7,500 112,522 CHF 85,003 CHF 100.00% 100.00%
03/05/2024 0.73% 10.94 CHF 11.02 CHF 10,000 7,500 10,000 7,500 107,082 CHF 80,903 CHF 97.85% 97.85%
02/05/2024 0.74% 10.45 CHF 10.52 CHF 10,000 10,000 10,000 10,000 103,654 CHF 104,420 CHF 99.34% 99.34%

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