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 7.21% 0.12 CHF 0.13 CHF 750,000 250,000 664,112 221,371 88,691 CHF 31,777 CHF 98.55% 98.55%
15/05/2024 3.38% 0.28 CHF 0.29 CHF 450,000 150,000 450,000 150,000 131,368 CHF 45,289 CHF 92.73% 92.73%
14/05/2024 3.06% 0.32 CHF 0.33 CHF 450,000 150,000 450,000 150,000 144,746 CHF 49,749 CHF 91.20% 91.20%
13/05/2024 3.82% 0.28 CHF 0.29 CHF 450,000 150,000 450,000 150,000 115,804 CHF 40,101 CHF 85.85% 85.85%
10/05/2024 4.58% 0.22 CHF 0.23 CHF 450,000 150,000 450,000 150,000 96,119 CHF 33,540 CHF 87.16% 87.16%
08/05/2024 5.08% 0.21 CHF 0.22 CHF 450,000 150,000 453,253 151,084 87,519 CHF 30,684 CHF 97.70% 97.70%
07/05/2024 3.43% 0.31 CHF 0.32 CHF 450,000 150,000 450,000 150,000 129,125 CHF 44,542 CHF 86.67% 86.67%
06/05/2024 3.34% 0.29 CHF 0.30 CHF 450,000 150,000 450,000 150,000 132,690 CHF 45,730 CHF 85.77% 85.77%
03/05/2024 3.66% 0.27 CHF 0.28 CHF 450,000 150,000 450,000 150,000 120,801 CHF 41,767 CHF 91.92% 91.92%
02/05/2024 3.71% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 119,128 CHF 41,209 CHF 92.06% 92.06%

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