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
13/05/2024 8.95% 0.11 CHF 0.12 CHF 234,200 234,200 129,117 129,117 14,317 CHF 15,611 CHF 100.00% 100.00%
10/05/2024 7.28% 0.12 CHF 0.13 CHF 224,300 224,300 122,299 122,299 16,247 CHF 17,472 CHF 100.00% 100.00%
08/05/2024 9.39% 0.11 CHF 0.12 CHF 250,200 250,200 136,872 136,872 14,272 CHF 15,643 CHF 97.88% 97.88%
07/05/2024 9.99% 0.10 CHF 0.11 CHF 257,200 257,200 142,464 142,464 13,901 CHF 15,329 CHF 98.10% 98.10%
06/05/2024 9.58% 0.10 CHF 0.11 CHF 279,000 279,000 153,875 153,875 15,648 CHF 17,189 CHF 100.00% 100.00%
03/05/2024 10.28% 0.09 CHF 0.10 CHF 268,000 268,000 146,444 146,444 13,587 CHF 15,054 CHF 99.98% 99.98%
02/05/2024 10.93% 0.10 CHF 0.11 CHF 289,300 289,300 106,868 106,868 9,459 CHF 10,529 CHF 99.99% 99.99%
30/04/2024 7.56% 0.12 CHF 0.13 CHF 181,200 181,200 99,977 99,977 12,863 CHF 13,865 CHF 99.70% 99.70%
29/04/2024 6.95% 0.16 CHF 0.17 CHF 197,500 197,500 109,439 109,439 15,677 CHF 16,773 CHF 98.02% 98.02%
26/04/2024 6.57% 0.14 CHF 0.14 CHF 198,000 198,000 109,168 109,168 16,149 CHF 17,243 CHF 99.32% 99.32%

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