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 6.64% 0.14 CHF 0.15 CHF 360,000 75,000 339,663 75,000 50,925 CHF 12,042 CHF 98.70% 98.70%
15/05/2024 7.37% 0.17 CHF 0.18 CHF 300,000 75,000 372,982 74,208 50,737 CHF 11,062 CHF 94.94% 94.94%
14/05/2024 21.27% 0.07 CHF 0.09 CHF 37,500 37,500 37,500 37,500 3,263 CHF 4,026 CHF 95.56% 95.56%
13/05/2024 7.33% 0.14 CHF 0.15 CHF 360,000 75,000 362,479 75,000 50,473 CHF 11,248 CHF 95.93% 95.93%
10/05/2024 5.60% 0.16 CHF 0.18 CHF 320,000 75,000 279,934 75,000 50,734 CHF 14,391 CHF 80.80% 80.80%
08/05/2024 5.99% 0.16 CHF 0.17 CHF 320,000 75,000 301,002 75,000 50,960 CHF 13,540 CHF 58.65% 58.65%
07/05/2024 7.43% 0.16 CHF 0.17 CHF 320,000 75,000 319,406 71,635 46,710 CHF 11,268 CHF 98.22% 98.22%
06/05/2024 6.56% 0.14 CHF 0.15 CHF 360,000 75,000 331,376 75,000 51,041 CHF 12,356 CHF 97.25% 97.25%
03/05/2024 6.40% 0.16 CHF 0.17 CHF 320,000 75,000 325,950 75,000 51,046 CHF 12,554 CHF 95.33% 95.33%
02/05/2024 6.57% 0.13 CHF 0.14 CHF 390,000 75,000 339,930 75,000 50,994 CHF 12,075 CHF 99.13% 99.13%

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