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 3.91% 0.54 CHF 0.55 CHF 100,000 100,000 84,226 84,226 47,102 CHF 48,179 CHF 98.95% 98.95%
15/05/2024 5.30% 0.52 CHF 0.59 CHF 20,000 20,000 73,193 73,193 41,503 CHF 42,635 CHF 98.05% 98.05%
14/05/2024 1.85% 0.57 CHF 0.58 CHF 100,000 100,000 98,953 98,953 57,119 CHF 58,125 CHF 97.88% 97.88%
13/05/2024 1.85% 0.59 CHF 0.60 CHF 100,000 100,000 98,507 98,507 58,905 CHF 59,913 CHF 99.99% 99.99%
10/05/2024 1.63% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 60,879 CHF 61,879 CHF 96.01% 96.01%
08/05/2024 1.60% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 61,918 CHF 62,918 CHF 100.00% 100.00%
07/05/2024 1.61% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 61,784 CHF 62,784 CHF 99.94% 99.94%
06/05/2024 2.47% 0.63 CHF 0.64 CHF 100,000 100,000 92,150 92,150 58,632 CHF 59,670 CHF 99.99% 99.99%
03/05/2024 3.14% 0.65 CHF 0.66 CHF 100,000 100,000 85,975 85,975 55,374 CHF 56,442 CHF 97.30% 97.30%
02/05/2024 2.21% 0.63 CHF 0.64 CHF 100,000 100,000 94,455 94,455 59,488 CHF 60,515 CHF 99.47% 99.47%

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