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 8.45% 0.12 CHF 0.13 CHF 420,000 100,000 445,682 100,000 50,531 CHF 12,360 CHF 93.06% 93.06%
15/05/2024 6.90% 0.14 CHF 0.15 CHF 360,000 100,000 357,206 99,180 49,955 CHF 14,875 CHF 91.32% 91.32%
14/05/2024 6.88% 0.15 CHF 0.16 CHF 340,000 100,000 361,165 100,000 50,652 CHF 15,062 CHF 95.48% 95.48%
13/05/2024 7.43% 0.13 CHF 0.14 CHF 390,000 100,000 391,123 100,000 50,652 CHF 13,963 CHF 95.44% 95.44%
10/05/2024 8.50% 0.11 CHF 0.12 CHF 460,000 100,000 448,777 100,000 50,543 CHF 12,281 CHF 97.86% 97.86%
08/05/2024 9.91% 0.09 CHF 0.10 CHF 500,000 100,000 405,630 100,000 38,669 CHF 10,614 CHF 100.00% 100.00%
07/05/2024 9.81% 0.10 CHF 0.11 CHF 300,000 100,000 300,000 100,000 29,137 CHF 10,712 CHF 95.73% 95.73%
06/05/2024 10.58% 0.09 CHF 0.10 CHF 300,000 100,000 300,000 100,000 26,902 CHF 9,967 CHF 94.79% 94.79%
03/05/2024 11.63% 0.08 CHF 0.09 CHF 300,000 100,000 300,000 100,000 24,324 CHF 9,108 CHF 98.64% 98.64%
02/05/2024 12.42% 0.07 CHF 0.08 CHF 300,000 100,000 300,000 100,000 22,745 CHF 8,582 CHF 99.12% 99.12%

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