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 10.01% 0.09 CHF 0.10 CHF 51,000 51,000 51,000 51,000 4,841 CHF 5,351 CHF 1.81% 1.81%
15/05/2024 8.27% 0.12 CHF 0.13 CHF 51,000 51,000 50,883 50,883 5,933 CHF 6,443 CHF 100.00% 100.00%
14/05/2024 6.83% 0.12 CHF 0.13 CHF 51,000 51,000 51,720 51,720 7,368 CHF 7,886 CHF 100.00% 100.00%
13/05/2024 6.39% 0.14 CHF 0.16 CHF 52,000 52,000 52,000 52,000 7,888 CHF 8,408 CHF 100.00% 100.00%
10/05/2024 5.96% 0.16 CHF 0.17 CHF 52,000 52,000 52,000 52,000 8,467 CHF 8,987 CHF 100.00% 100.00%
08/05/2024 5.12% 0.18 CHF 0.19 CHF 52,000 52,000 52,513 52,513 10,035 CHF 10,560 CHF 99.08% 99.08%
07/05/2024 4.47% 0.22 CHF 0.23 CHF 53,000 53,000 52,975 52,975 11,589 CHF 12,119 CHF 99.80% 99.80%
06/05/2024 4.33% 0.24 CHF 0.25 CHF 53,000 53,000 53,105 53,105 12,044 CHF 12,575 CHF 100.00% 100.00%
03/05/2024 3.80% 0.24 CHF 0.25 CHF 54,000 54,000 53,968 53,968 13,972 CHF 14,512 CHF 100.00% 100.00%
02/05/2024 3.54% 0.29 CHF 0.30 CHF 54,000 54,000 54,009 54,009 15,012 CHF 15,552 CHF 100.00% 100.00%

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