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
15/05/2024 3.69% 0.28 CHF 0.29 CHF 200,000 200,000 199,754 199,754 53,116 CHF 55,114 CHF 100.00% 100.00%
14/05/2024 3.89% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 50,396 CHF 52,396 CHF 92.27% 92.27%
13/05/2024 3.82% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 51,390 CHF 53,390 CHF 100.00% 100.00%
10/05/2024 3.65% 0.25 CHF 0.26 CHF 200,000 200,000 201,092 201,092 54,120 CHF 56,131 CHF 100.00% 100.00%
08/05/2024 4.87% 0.20 CHF 0.21 CHF 250,000 250,000 257,565 257,565 51,604 CHF 54,179 CHF 100.00% 100.00%
07/05/2024 6.38% 0.18 CHF 0.19 CHF 300,000 300,000 346,190 346,190 52,494 CHF 55,956 CHF 100.00% 100.00%
06/05/2024 8.05% 0.12 CHF 0.13 CHF 400,000 400,000 430,866 430,866 51,389 CHF 55,698 CHF 100.00% 100.00%
03/05/2024 9.27% 0.10 CHF 0.11 CHF 500,000 500,000 494,537 483,197 50,911 CHF 54,661 CHF 97.87% 97.87%
02/05/2024 9.77% 0.10 CHF 0.11 CHF 575,000 300,000 521,722 440,370 50,787 CHF 47,644 CHF 100.00% 100.00%
30/04/2024 6.90% 0.11 CHF 0.12 CHF 400,000 400,000 371,570 371,570 52,008 CHF 55,724 CHF 100.00% 100.00%

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