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 89.44% 0.02 CHF 0.03 CHF 200,000 200,000 177,058 177,058 2,383 CHF 5,921 CHF 91.69% 91.69%
15/05/2024 80.16% 0.02 CHF 0.03 CHF 200,000 200,000 198,016 198,016 2,735 CHF 6,372 CHF 97.42% 97.42%
14/05/2024 86.89% 0.01 CHF 0.03 CHF 200,000 200,000 191,973 191,973 2,451 CHF 6,087 CHF 86.30% 86.30%
13/05/2024 75.79% 0.02 CHF 0.03 CHF 200,000 200,000 200,000 200,000 3,000 CHF 6,660 CHF 85.01% 85.01%
10/05/2024 79.63% 0.02 CHF 0.03 CHF 200,000 200,000 200,000 200,000 2,792 CHF 6,471 CHF 93.10% 93.10%
08/05/2024 77.94% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 2,830 CHF 6,444 CHF 100.00% 100.00%
07/05/2024 76.37% 0.02 CHF 0.03 CHF 200,000 200,000 200,000 200,000 2,942 CHF 6,574 CHF 98.92% 98.92%
06/05/2024 72.22% 0.02 CHF 0.03 CHF 200,000 200,000 200,000 200,000 3,205 CHF 6,819 CHF 100.00% 100.00%
03/05/2024 70.64% 0.02 CHF 0.04 CHF 200,000 200,000 200,000 200,000 3,299 CHF 6,899 CHF 96.55% 96.55%
02/05/2024 75.41% 0.02 CHF 0.03 CHF 200,000 200,000 200,000 200,000 3,004 CHF 6,639 CHF 92.16% 92.16%

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