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 10.94% 0.19 CHF 0.20 CHF 270,000 100,000 199,420 84,234 41,182 CHF 18,430 CHF 99.00% 99.00%
15/05/2024 15.46% 0.17 CHF 0.24 CHF 20,000 20,000 190,636 73,193 34,799 CHF 14,412 CHF 98.05% 98.05%
14/05/2024 6.42% 0.18 CHF 0.19 CHF 280,000 100,000 308,500 98,953 50,414 CHF 17,208 CHF 97.88% 97.88%
13/05/2024 6.21% 0.17 CHF 0.18 CHF 300,000 100,000 285,541 98,506 49,900 CHF 18,239 CHF 99.99% 99.99%
10/05/2024 5.52% 0.17 CHF 0.18 CHF 300,000 100,000 287,651 100,000 50,663 CHF 18,635 CHF 91.01% 91.01%
08/05/2024 6.01% 0.16 CHF 0.17 CHF 320,000 100,000 316,747 100,000 51,161 CHF 17,163 CHF 99.99% 99.99%
07/05/2024 5.46% 0.18 CHF 0.19 CHF 280,000 100,000 284,821 100,000 50,778 CHF 18,858 CHF 99.96% 99.96%
06/05/2024 7.63% 0.19 CHF 0.20 CHF 270,000 100,000 226,890 92,150 45,603 CHF 19,544 CHF 99.99% 99.99%
03/05/2024 10.00% 0.21 CHF 0.22 CHF 240,000 100,000 226,457 85,896 42,377 CHF 17,207 CHF 97.36% 97.36%
02/05/2024 10.23% 0.13 CHF 0.14 CHF 390,000 100,000 349,603 94,453 47,190 CHF 13,770 CHF 99.42% 99.42%

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