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 6.56% 0.32 CHF 0.33 CHF 160,000 100,000 125,216 84,234 42,655 CHF 29,754 CHF 99.00% 99.00%
15/05/2024 9.16% 0.30 CHF 0.37 CHF 20,000 20,000 113,780 73,194 36,137 CHF 24,327 CHF 98.05% 98.05%
14/05/2024 3.57% 0.31 CHF 0.32 CHF 170,000 100,000 172,291 98,953 51,324 CHF 30,499 CHF 97.88% 97.88%
13/05/2024 3.55% 0.30 CHF 0.31 CHF 170,000 100,000 165,202 98,506 51,069 CHF 31,467 CHF 99.99% 99.99%
10/05/2024 3.17% 0.31 CHF 0.32 CHF 170,000 100,000 167,185 100,000 51,972 CHF 32,102 CHF 96.98% 96.98%
08/05/2024 3.32% 0.30 CHF 0.31 CHF 170,000 100,000 173,542 100,000 51,425 CHF 30,646 CHF 99.99% 99.99%
07/05/2024 3.14% 0.32 CHF 0.33 CHF 160,000 100,000 165,444 100,000 51,806 CHF 32,332 CHF 99.92% 99.92%
06/05/2024 4.66% 0.33 CHF 0.34 CHF 160,000 100,000 142,670 92,150 47,671 CHF 31,828 CHF 99.99% 99.99%
03/05/2024 5.81% 0.35 CHF 0.36 CHF 150,000 100,000 137,478 86,949 44,210 CHF 29,076 CHF 95.86% 95.86%
02/05/2024 5.19% 0.26 CHF 0.27 CHF 200,000 100,000 177,813 94,455 48,002 CHF 26,521 CHF 99.47% 99.47%

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