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
14/05/2024 27.69% 0.03 CHF 0.04 CHF 240,000 240,000 239,868 239,868 7,488 CHF 9,888 CHF 100.00% 100.00%
13/05/2024 22.28% 0.04 CHF 0.05 CHF 240,000 240,000 240,000 240,000 9,601 CHF 12,001 CHF 100.00% 100.00%
10/05/2024 24.56% 0.03 CHF 0.04 CHF 240,000 240,000 240,000 240,000 8,669 CHF 11,069 CHF 100.00% 100.00%
08/05/2024 27.37% 0.03 CHF 0.04 CHF 250,000 250,000 245,860 245,860 7,761 CHF 10,219 CHF 99.14% 99.14%
07/05/2024 27.51% 0.03 CHF 0.04 CHF 250,000 250,000 249,330 249,330 7,851 CHF 10,349 CHF 100.00% 100.00%
06/05/2024 25.15% 0.03 CHF 0.04 CHF 250,000 250,000 250,000 250,000 8,704 CHF 11,204 CHF 100.00% 100.00%
03/05/2024 25.84% 0.03 CHF 0.04 CHF 250,000 250,000 250,000 250,000 8,444 CHF 10,944 CHF 100.00% 100.00%
02/05/2024 25.90% 0.03 CHF 0.04 CHF 250,000 250,000 250,000 250,000 8,456 CHF 10,956 CHF 99.99% 99.99%
30/04/2024 12.15% 0.07 CHF 0.08 CHF 240,000 240,000 239,870 239,870 18,607 CHF 21,007 CHF 100.00% 100.00%
29/04/2024 10.64% 0.09 CHF 0.10 CHF 240,000 240,000 239,480 239,480 21,347 CHF 23,742 CHF 100.00% 100.00%

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