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
23/05/2024 5.70% 0.14 CHF 0.15 CHF 850,000 850,000 414,930 414,930 70,027 CHF 74,195 CHF 99.99% 99.99%
22/05/2024 4.81% 0.18 CHF 0.19 CHF 690,000 690,000 334,104 334,104 68,392 CHF 71,748 CHF 100.00% 100.00%
21/05/2024 7.83% 0.16 CHF 0.17 CHF 920,000 920,000 465,609 465,609 63,237 CHF 67,918 CHF 99.74% 99.74%
17/05/2024 7.37% 0.16 CHF 0.17 CHF 930,000 930,000 468,819 468,819 64,137 CHF 68,846 CHF 100.00% 100.00%
16/05/2024 7.52% 0.14 CHF 0.15 CHF 940,000 940,000 471,408 471,408 62,108 CHF 66,855 CHF 100.00% 100.00%
15/05/2024 6.05% 0.14 CHF 0.15 CHF 950,000 950,000 461,073 461,073 73,740 CHF 78,391 CHF 100.00% 100.00%
14/05/2024 7.58% 0.19 CHF 0.20 CHF 920,000 920,000 469,390 469,390 65,717 CHF 70,432 CHF 100.00% 100.00%
13/05/2024 8.91% 0.13 CHF 0.14 CHF 950,000 950,000 479,992 479,992 56,742 CHF 61,564 CHF 99.86% 99.86%
10/05/2024 7.49% 0.11 CHF 0.12 CHF 980,000 980,000 468,329 468,329 59,989 CHF 64,693 CHF 99.99% 99.99%
08/05/2024 6.06% 0.16 CHF 0.17 CHF 930,000 930,000 455,253 455,253 74,112 CHF 78,688 CHF 96.52% 96.52%

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