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 37.43% 0.03 CHF 0.04 CHF 350,000 350,000 345,697 345,697 10,900 CHF 15,782 CHF 100.00% 100.00%
15/05/2024 24.73% 0.05 CHF 0.06 CHF 350,000 350,000 345,567 345,567 17,872 CHF 22,754 CHF 100.00% 100.00%
14/05/2024 25.02% 0.06 CHF 0.07 CHF 350,000 350,000 346,172 346,172 17,582 CHF 22,464 CHF 100.00% 100.00%
13/05/2024 23.44% 0.05 CHF 0.06 CHF 350,000 350,000 346,171 346,171 19,112 CHF 23,994 CHF 100.00% 100.00%
10/05/2024 20.73% 0.06 CHF 0.08 CHF 350,000 350,000 346,172 346,172 21,631 CHF 26,513 CHF 100.00% 100.00%
08/05/2024 15.67% 0.08 CHF 0.10 CHF 350,000 350,000 346,158 346,158 29,394 CHF 34,276 CHF 99.67% 99.67%
07/05/2024 12.93% 0.08 CHF 0.10 CHF 350,000 350,000 346,019 346,019 36,312 CHF 41,194 CHF 100.00% 100.00%
06/05/2024 11.84% 0.12 CHF 0.13 CHF 350,000 350,000 346,171 346,171 39,734 CHF 44,616 CHF 100.00% 100.00%
03/05/2024 10.69% 0.13 CHF 0.14 CHF 350,000 350,000 346,122 346,122 44,456 CHF 49,338 CHF 98.98% 98.98%
02/05/2024 8.46% 0.16 CHF 0.17 CHF 350,000 350,000 346,148 346,148 56,592 CHF 61,474 CHF 99.32% 99.32%

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