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
29/05/2024 10.12% 0.11 CHF 0.12 CHF 98,903 50,000 94,565 50,000 11,653 CHF 6,822 CHF 65.99% 65.99%
28/05/2024 10.10% 0.13 CHF 0.14 CHF 91,641 50,000 89,559 50,000 12,374 CHF 7,657 CHF 100.00% 100.00%
27/05/2024 6.39% 0.16 CHF 0.17 CHF 86,173 50,000 86,439 50,000 13,557 CHF 8,371 CHF 100.00% 100.00%
24/05/2024 5.19% 0.20 CHF 0.21 CHF 78,186 50,000 76,717 50,000 15,340 CHF 10,542 CHF 76.73% 76.73%
23/05/2024 5.71% 0.22 CHF 0.23 CHF 75,277 50,000 72,746 50,000 16,682 CHF 12,160 CHF 99.41% 99.41%
22/05/2024 5.65% 0.19 CHF 0.20 CHF 78,982 50,000 78,669 50,000 15,839 CHF 10,663 CHF 97.30% 97.30%
21/05/2024 5.24% 0.25 CHF 0.26 CHF 71,424 50,000 72,575 50,000 17,642 CHF 12,812 CHF 92.80% 92.80%
17/05/2024 4.80% 0.25 CHF 0.26 CHF 74,735 50,000 75,748 50,000 18,232 CHF 12,635 CHF 100.00% 100.00%
16/05/2024 4.85% 0.23 CHF 0.24 CHF 76,824 50,000 77,480 50,000 17,669 CHF 11,971 CHF 98.48% 98.48%
15/05/2024 5.00% 0.22 CHF 0.23 CHF 80,646 50,000 81,971 49,495 17,538 CHF 11,130 CHF 98.90% 98.90%

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