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 10.88% 0.20 CHF 0.22 CHF 250,000 25,000 273,652 24,945 50,814 CHF 5,169 CHF 89.53% 89.53%
14/05/2024 10.33% 0.19 CHF 0.21 CHF 270,000 25,000 265,802 24,829 50,356 CHF 5,218 CHF 93.33% 93.33%
13/05/2024 10.44% 0.18 CHF 0.20 CHF 280,000 25,000 275,042 25,000 50,473 CHF 5,099 CHF 90.10% 90.10%
10/05/2024 10.06% 0.19 CHF 0.21 CHF 270,000 25,000 264,258 25,000 50,913 CHF 5,331 CHF 91.95% 91.95%
08/05/2024 10.90% 0.18 CHF 0.20 CHF 280,000 25,000 287,406 25,000 50,622 CHF 4,915 CHF 98.66% 98.66%
07/05/2024 11.02% 0.18 CHF 0.20 CHF 280,000 25,000 295,628 25,000 50,854 CHF 4,806 CHF 98.39% 98.39%
06/05/2024 10.90% 0.17 CHF 0.19 CHF 300,000 25,000 292,365 25,000 50,771 CHF 4,846 CHF 100.00% 100.00%
03/05/2024 11.16% 0.17 CHF 0.19 CHF 300,000 25,000 308,547 25,000 51,084 CHF 4,633 CHF 98.53% 98.53%
02/05/2024 12.53% 0.14 CHF 0.16 CHF 360,000 25,000 346,615 25,000 50,785 CHF 4,157 CHF 99.13% 99.13%
30/04/2024 12.23% 0.14 CHF 0.16 CHF 360,000 25,000 336,436 25,000 51,030 CHF 4,289 CHF 100.00% 100.00%

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