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
15/05/2024 4.58% 0.60 CHF 0.67 CHF 20,000 20,000 73,243 73,243 48,638 CHF 49,770 CHF 97.96% 97.96%
14/05/2024 1.54% 0.67 CHF 0.68 CHF 100,000 100,000 98,953 98,953 68,973 CHF 69,978 CHF 97.88% 97.88%
13/05/2024 1.57% 0.70 CHF 0.71 CHF 100,000 100,000 98,506 98,506 69,500 CHF 70,507 CHF 99.99% 99.99%
10/05/2024 1.38% 0.73 CHF 0.74 CHF 100,000 100,000 100,000 100,000 71,754 CHF 72,754 CHF 98.49% 98.49%
08/05/2024 1.33% 0.75 CHF 0.76 CHF 100,000 100,000 100,000 100,000 74,741 CHF 75,741 CHF 100.00% 100.00%
07/05/2024 1.37% 0.72 CHF 0.73 CHF 100,000 100,000 100,000 100,000 72,726 CHF 73,726 CHF 99.90% 99.90%
06/05/2024 2.20% 0.72 CHF 0.73 CHF 100,000 100,000 92,150 92,150 66,422 CHF 67,461 CHF 100.00% 100.00%
03/05/2024 2.75% 0.73 CHF 0.74 CHF 100,000 100,000 86,286 86,286 64,262 CHF 65,329 CHF 96.83% 96.83%
02/05/2024 1.75% 0.80 CHF 0.81 CHF 100,000 100,000 94,456 94,456 75,008 CHF 76,036 CHF 99.45% 99.45%
30/04/2024 1.64% 0.81 CHF 0.82 CHF 100,000 100,000 95,984 95,984 75,379 CHF 76,399 CHF 98.40% 98.40%

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