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 19.86% 0.04 CHF 0.05 CHF 360,000 360,000 356,108 356,108 16,538 CHF 20,108 CHF 100.00% 100.00%
15/05/2024 14.79% 0.05 CHF 0.06 CHF 340,000 340,000 335,973 335,973 21,619 CHF 24,988 CHF 100.00% 100.00%
14/05/2024 14.66% 0.07 CHF 0.08 CHF 420,000 420,000 416,237 416,237 27,358 CHF 31,525 CHF 99.98% 99.98%
13/05/2024 27.36% 0.04 CHF 0.05 CHF 430,000 430,000 428,015 428,015 13,763 CHF 18,045 CHF 99.46% 99.46%
10/05/2024 33.11% 0.02 CHF 0.03 CHF 440,000 440,000 433,145 433,145 11,133 CHF 15,469 CHF 100.00% 100.00%
08/05/2024 32.13% 0.03 CHF 0.04 CHF 440,000 440,000 435,435 435,435 11,577 CHF 15,937 CHF 99.07% 99.07%
07/05/2024 24.80% 0.04 CHF 0.05 CHF 430,000 430,000 426,149 426,149 15,385 CHF 19,655 CHF 99.67% 99.67%
06/05/2024 27.85% 0.03 CHF 0.04 CHF 440,000 440,000 435,104 435,104 13,749 CHF 18,105 CHF 100.00% 100.00%
03/05/2024 31.13% 0.03 CHF 0.04 CHF 440,000 440,000 436,466 436,466 12,093 CHF 16,462 CHF 100.00% 100.00%
02/05/2024 34.42% 0.03 CHF 0.04 CHF 440,000 440,000 440,058 440,058 10,788 CHF 15,193 CHF 100.00% 100.00%

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