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 10.19% 0.10 CHF 0.11 CHF 160,003 75,000 159,372 75,000 14,955 CHF 7,787 CHF 99.31% 99.33%
15/05/2024 6.70% 0.10 CHF 0.11 CHF 160,038 75,000 161,424 74,488 24,700 CHF 12,156 CHF 98.94% 98.94%
14/05/2024 3.71% 0.21 CHF 0.22 CHF 163,485 75,000 165,206 75,000 44,046 CHF 20,738 CHF 99.53% 99.53%
13/05/2024 4.00% 0.27 CHF 0.28 CHF 165,456 75,000 164,398 75,000 40,409 CHF 19,183 CHF 99.38% 99.38%
10/05/2024 4.03% 0.26 CHF 0.27 CHF 164,830 75,000 164,424 75,000 40,326 CHF 19,138 CHF 100.00% 100.00%
08/05/2024 3.83% 0.26 CHF 0.27 CHF 165,380 75,000 165,162 75,000 42,662 CHF 20,115 CHF 100.00% 100.00%
07/05/2024 4.92% 0.32 CHF 0.33 CHF 166,593 100,000 75,283 61,248 24,305 CHF 20,792 CHF 98.77% 98.77%
06/05/2024 1.58% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 62,710 CHF 63,710 CHF 99.38% 99.38%
03/05/2024 1.34% 0.69 CHF 0.70 CHF 100,000 100,000 100,000 100,000 74,104 CHF 75,104 CHF 98.47% 98.47%
02/05/2024 1.18% 0.85 CHF 0.86 CHF 100,000 100,000 100,000 100,000 84,345 CHF 85,345 CHF 99.13% 99.13%

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