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 16.13% 0.06 CHF 0.07 CHF 90,000 90,000 88,535 88,535 5,075 CHF 5,961 CHF 99.95% 99.95%
15/05/2024 21.23% 0.04 CHF 0.05 CHF 90,000 90,000 89,842 89,842 3,801 CHF 4,701 CHF 100.00% 100.00%
14/05/2024 25.96% 0.04 CHF 0.05 CHF 90,000 90,000 89,947 89,947 3,052 CHF 3,952 CHF 100.00% 100.00%
13/05/2024 28.26% 0.03 CHF 0.04 CHF 90,000 90,000 90,000 90,000 2,752 CHF 3,652 CHF 100.00% 100.00%
10/05/2024 29.78% 0.03 CHF 0.04 CHF 90,000 90,000 90,000 90,000 2,578 CHF 3,478 CHF 100.00% 100.00%
08/05/2024 37.20% 0.03 CHF 0.04 CHF 90,000 90,000 90,000 90,000 2,004 CHF 2,904 CHF 99.08% 99.08%
07/05/2024 47.57% 0.02 CHF 0.03 CHF 90,000 90,000 89,843 89,843 1,448 CHF 2,348 CHF 99.94% 99.94%
06/05/2024 45.94% 0.01 CHF 0.02 CHF 90,000 90,000 90,000 90,000 1,551 CHF 2,451 CHF 100.00% 100.00%
03/05/2024 76.30% 0.01 CHF 0.02 CHF 90,000 90,000 90,000 90,000 872 CHF 1,896 CHF 100.00% 100.00%
02/05/2024 61.68% 0.01 CHF 0.02 CHF 90,000 90,000 90,000 90,000 1,047 CHF 1,962 CHF 100.00% 100.00%

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