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
14/05/2024 11.57% 0.18 CHF 0.19 CHF 122,877 50,000 127,466 49,352 20,041 CHF 8,727 CHF 98.56% 98.56%
13/05/2024 11.00% 0.16 CHF 0.18 CHF 132,790 50,000 128,765 50,000 20,865 CHF 9,050 CHF 100.00% 100.00%
10/05/2024 9.29% 0.16 CHF 0.18 CHF 132,980 50,000 130,136 50,000 22,483 CHF 9,486 CHF 93.16% 93.16%
08/05/2024 12.74% 0.13 CHF 0.15 CHF 150,366 50,000 147,988 50,000 20,231 CHF 7,766 CHF 99.64% 99.64%
07/05/2024 11.80% 0.15 CHF 0.17 CHF 145,673 50,000 145,794 50,000 21,947 CHF 8,479 CHF 92.49% 92.49%
06/05/2024 8.80% 0.11 CHF 0.12 CHF 177,778 50,000 173,871 50,000 18,915 CHF 5,943 CHF 100.00% 100.00%
03/05/2024 9.17% 0.08 CHF 0.09 CHF 200,675 50,000 180,103 50,000 18,833 CHF 5,755 CHF 90.56% 90.56%
02/05/2024 12.64% 0.07 CHF 0.08 CHF 246,554 50,000 225,105 50,000 16,771 CHF 4,237 CHF 97.17% 97.17%
30/04/2024 10.16% 0.09 CHF 0.10 CHF 201,251 50,000 206,148 50,000 19,333 CHF 5,197 CHF 100.00% 100.00%
29/04/2024 11.47% 0.08 CHF 0.09 CHF 234,937 50,000 230,789 50,000 18,990 CHF 4,621 CHF 100.00% 100.00%

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