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
17/05/2024 3.90% 0.26 CHF 0.27 CHF 40,000 40,000 40,000 40,000 10,060 CHF 10,460 CHF 99.79% 99.79%
16/05/2024 3.62% 0.28 CHF 0.29 CHF 40,000 40,000 39,949 39,949 10,857 CHF 11,257 CHF 99.34% 99.34%
15/05/2024 3.97% 0.26 CHF 0.27 CHF 40,000 40,000 39,926 39,926 9,900 CHF 10,300 CHF 99.43% 99.43%
14/05/2024 4.76% 0.20 CHF 0.21 CHF 40,000 40,000 39,977 39,977 8,218 CHF 8,618 CHF 99.76% 99.76%
13/05/2024 5.20% 0.20 CHF 0.21 CHF 50,000 50,000 50,000 50,000 9,486 CHF 9,986 CHF 99.58% 99.58%
10/05/2024 8.09% 0.13 CHF 0.14 CHF 60,000 60,000 60,000 60,000 7,282 CHF 7,882 CHF 99.70% 99.70%
08/05/2024 15.14% 0.06 CHF 0.07 CHF 60,000 60,000 62,500 62,500 3,835 CHF 4,460 CHF 99.11% 99.11%
07/05/2024 22.76% 0.04 CHF 0.05 CHF 70,000 70,000 69,880 69,880 2,748 CHF 3,448 CHF 97.36% 97.36%
06/05/2024 15.07% 0.07 CHF 0.08 CHF 70,000 70,000 70,000 70,000 4,301 CHF 5,001 CHF 100.00% 100.00%
03/05/2024 15.09% 0.06 CHF 0.07 CHF 70,000 70,000 70,000 70,000 4,296 CHF 4,996 CHF 99.99% 99.99%

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