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 11.67% 0.09 CHF 0.10 CHF 98,000 98,000 97,987 97,987 7,963 CHF 8,944 CHF 100.00% 100.00%
15/05/2024 8.82% 0.10 CHF 0.11 CHF 100,000 100,000 99,370 99,370 11,291 CHF 12,287 CHF 100.00% 100.00%
14/05/2024 9.33% 0.13 CHF 0.14 CHF 100,000 100,000 99,268 99,268 10,880 CHF 11,873 CHF 100.00% 100.00%
13/05/2024 2.31% 0.43 CHF 0.44 CHF 108,000 108,000 107,995 107,995 46,151 CHF 47,231 CHF 99.87% 99.87%
10/05/2024 2.12% 0.46 CHF 0.47 CHF 108,000 108,000 108,399 108,399 50,524 CHF 51,608 CHF 100.00% 100.00%
08/05/2024 2.07% 0.49 CHF 0.50 CHF 110,000 110,000 109,434 109,434 52,441 CHF 53,535 CHF 98.93% 98.93%
07/05/2024 1.92% 0.48 CHF 0.49 CHF 110,000 110,000 109,961 109,961 56,912 CHF 58,012 CHF 99.76% 99.76%
06/05/2024 1.91% 0.52 CHF 0.53 CHF 110,000 110,000 110,071 110,071 57,234 CHF 58,334 CHF 100.00% 100.00%
03/05/2024 1.78% 0.54 CHF 0.55 CHF 110,000 110,000 111,713 111,713 62,302 CHF 63,420 CHF 99.99% 99.99%
02/05/2024 1.74% 0.59 CHF 0.60 CHF 112,000 112,000 112,000 112,000 63,694 CHF 64,814 CHF 98.23% 98.23%

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