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 16.48% 0.05 CHF 0.06 CHF 1,000,000 400,000 1,000,000 400,000 56,121 CHF 26,448 CHF 98.52% 98.52%
15/05/2024 7.24% 0.12 CHF 0.13 CHF 450,000 150,000 450,000 150,000 60,791 CHF 21,764 CHF 92.73% 92.73%
14/05/2024 5.87% 0.16 CHF 0.17 CHF 450,000 150,000 450,000 150,000 74,657 CHF 26,386 CHF 91.16% 91.16%
13/05/2024 9.38% 0.13 CHF 0.14 CHF 450,000 150,000 485,966 161,989 49,377 CHF 18,079 CHF 85.95% 85.95%
10/05/2024 11.85% 0.08 CHF 0.09 CHF 600,000 200,000 612,693 204,231 48,799 CHF 18,309 CHF 87.16% 87.16%
08/05/2024 11.98% 0.08 CHF 0.09 CHF 750,000 250,000 775,395 258,856 61,476 CHF 23,104 CHF 97.76% 97.76%
07/05/2024 6.45% 0.17 CHF 0.18 CHF 600,000 200,000 600,000 200,000 90,282 CHF 32,094 CHF 86.81% 86.81%
06/05/2024 6.13% 0.15 CHF 0.16 CHF 600,000 200,000 600,000 200,000 95,123 CHF 33,708 CHF 85.86% 85.86%
03/05/2024 6.79% 0.14 CHF 0.15 CHF 600,000 200,000 600,000 200,000 85,652 CHF 30,551 CHF 92.06% 92.06%
02/05/2024 6.66% 0.15 CHF 0.16 CHF 600,000 200,000 600,000 200,000 87,317 CHF 31,106 CHF 92.02% 92.02%

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