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 11.85% 0.11 CHF 0.14 CHF 50,000 50,000 335,665 88,167 40,009 CHF 11,579 CHF 98.58% 98.58%
14/05/2024 13.49% 0.11 CHF 0.13 CHF 460,000 75,000 480,465 75,000 50,246 CHF 8,999 CHF 92.95% 92.95%
13/05/2024 10.71% 0.12 CHF 0.14 CHF 420,000 75,000 404,770 75,000 50,552 CHF 10,441 CHF 95.75% 95.75%
10/05/2024 9.26% 0.13 CHF 0.15 CHF 390,000 100,000 391,766 100,000 50,682 CHF 14,202 CHF 99.52% 99.52%
08/05/2024 14.76% 0.11 CHF 0.13 CHF 460,000 100,000 463,966 100,000 50,463 CHF 12,633 CHF 98.96% 98.96%
07/05/2024 12.62% 0.10 CHF 0.12 CHF 500,000 100,000 470,596 100,000 50,441 CHF 12,188 CHF 95.68% 95.68%
06/05/2024 15.65% 0.10 CHF 0.12 CHF 500,000 100,000 500,000 100,000 49,610 CHF 11,613 CHF 94.73% 94.73%
03/05/2024 14.97% 0.09 CHF 0.10 CHF 500,000 100,000 500,000 100,000 46,737 CHF 10,854 CHF 95.69% 95.69%
02/05/2024 12.58% 0.09 CHF 0.11 CHF 500,000 100,000 500,000 100,000 48,802 CHF 11,063 CHF 99.41% 99.41%
30/04/2024 15.63% 0.10 CHF 0.11 CHF 500,000 100,000 499,425 100,000 50,009 CHF 11,721 CHF 100.00% 100.00%

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