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 3.90% 0.55 CHF 0.56 CHF 100,000 100,000 84,234 84,234 47,637 CHF 48,716 CHF 99.00% 99.00%
15/05/2024 5.43% 0.53 CHF 0.60 CHF 20,000 20,000 73,193 73,193 39,596 CHF 40,730 CHF 98.05% 98.05%
14/05/2024 2.04% 0.53 CHF 0.54 CHF 100,000 100,000 98,953 98,953 51,791 CHF 52,796 CHF 97.88% 97.88%
13/05/2024 2.06% 0.53 CHF 0.54 CHF 100,000 100,000 98,506 98,506 52,664 CHF 53,672 CHF 99.99% 99.99%
10/05/2024 1.85% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 53,635 CHF 54,635 CHF 91.01% 91.01%
08/05/2024 1.90% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 52,171 CHF 53,171 CHF 99.99% 99.99%
07/05/2024 1.84% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 53,868 CHF 54,868 CHF 99.95% 99.95%
06/05/2024 2.80% 0.55 CHF 0.56 CHF 100,000 100,000 92,150 92,150 51,696 CHF 52,735 CHF 99.99% 99.99%
03/05/2024 3.62% 0.57 CHF 0.58 CHF 100,000 100,000 85,983 85,983 47,137 CHF 48,207 CHF 97.28% 97.28%
02/05/2024 2.84% 0.49 CHF 0.50 CHF 110,000 100,000 98,358 94,456 48,724 CHF 47,842 CHF 99.47% 99.47%

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