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 12.46% 0.08 CHF 0.09 CHF 900,000 300,000 923,687 323,687 69,682 CHF 27,570 CHF 99.48% 99.48%
15/05/2024 13.13% 0.08 CHF 0.09 CHF 900,000 300,000 967,046 367,046 69,552 CHF 29,852 CHF 99.51% 99.51%
14/05/2024 10.92% 0.09 CHF 0.10 CHF 900,000 300,000 911,803 311,803 79,165 CHF 30,095 CHF 99.16% 99.16%
13/05/2024 11.48% 0.08 CHF 0.09 CHF 900,000 300,000 912,448 312,448 75,047 CHF 28,804 CHF 99.03% 99.03%
10/05/2024 9.21% 0.09 CHF 0.10 CHF 900,000 300,000 886,280 295,427 92,129 CHF 33,664 CHF 97.87% 97.87%
08/05/2024 8.63% 0.11 CHF 0.12 CHF 900,000 300,000 900,000 300,000 100,033 CHF 36,345 CHF 99.52% 99.52%
07/05/2024 9.94% 0.11 CHF 0.12 CHF 900,000 300,000 943,702 343,702 90,571 CHF 36,249 CHF 99.65% 99.65%
06/05/2024 9.95% 0.10 CHF 0.11 CHF 900,000 300,000 948,381 348,381 90,777 CHF 36,646 CHF 99.55% 99.55%
03/05/2024 9.19% 0.10 CHF 0.11 CHF 900,000 300,000 921,561 321,561 96,257 CHF 36,615 CHF 99.49% 99.49%
02/05/2024 10.92% 0.08 CHF 0.09 CHF 1,000,000 400,000 999,220 399,220 86,881 CHF 38,698 CHF 99.13% 99.13%

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