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 11.20% 0.16 CHF 0.18 CHF 268,150 25,000 299,281 25,000 41,733 CHF 3,923 CHF 99.25% 99.25%
15/05/2024 9.61% 0.15 CHF 0.16 CHF 293,197 25,000 290,632 24,952 43,407 CHF 4,110 CHF 98.89% 98.89%
14/05/2024 11.09% 0.14 CHF 0.15 CHF 304,902 25,000 304,408 25,000 42,589 CHF 3,914 CHF 95.83% 95.83%
13/05/2024 9.69% 0.14 CHF 0.16 CHF 306,223 25,000 304,391 25,000 43,845 CHF 3,990 CHF 91.37% 91.37%
10/05/2024 11.64% 0.15 CHF 0.17 CHF 305,968 25,000 295,697 23,908 39,657 CHF 3,621 CHF 98.03% 98.03%
08/05/2024 16.24% 0.10 CHF 0.11 CHF 379,318 25,000 436,150 25,000 38,572 CHF 2,610 CHF 100.00% 100.00%
07/05/2024 13.62% 0.09 CHF 0.10 CHF 439,814 25,000 377,256 25,000 38,606 CHF 2,956 CHF 97.06% 97.06%
06/05/2024 19.03% 0.09 CHF 0.10 CHF 446,718 25,000 482,160 25,000 36,062 CHF 2,263 CHF 96.91% 96.91%
03/05/2024 16.91% 0.07 CHF 0.08 CHF 500,000 25,000 490,004 25,000 36,879 CHF 2,230 CHF 97.93% 97.93%
02/05/2024 21.29% 0.07 CHF 0.09 CHF 500,000 50,000 492,036 50,000 36,326 CHF 4,576 CHF 99.40% 99.40%

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