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 6.16% 0.14 CHF 0.15 CHF 750,000 100,000 750,000 100,000 118,492 CHF 16,799 CHF 97.16% 97.16%
14/05/2024 5.57% 0.18 CHF 0.19 CHF 750,000 100,000 750,000 100,000 131,008 CHF 18,468 CHF 93.77% 93.77%
13/05/2024 4.99% 0.19 CHF 0.20 CHF 750,000 100,000 750,000 100,000 146,490 CHF 20,532 CHF 92.12% 92.12%
10/05/2024 4.43% 0.22 CHF 0.23 CHF 750,000 100,000 750,000 100,000 165,858 CHF 23,114 CHF 95.33% 95.33%
08/05/2024 4.18% 0.25 CHF 0.26 CHF 750,000 100,000 750,000 100,000 175,676 CHF 24,423 CHF 98.58% 98.58%
07/05/2024 2.60% 0.36 CHF 0.37 CHF 750,000 100,000 750,000 100,000 285,084 CHF 39,011 CHF 99.24% 99.24%
06/05/2024 2.53% 0.41 CHF 0.42 CHF 750,000 100,000 750,000 100,000 292,774 CHF 40,037 CHF 95.70% 95.70%
03/05/2024 2.43% 0.41 CHF 0.42 CHF 750,000 100,000 750,000 100,000 304,743 CHF 41,632 CHF 99.09% 99.09%
02/05/2024 2.28% 0.43 CHF 0.44 CHF 750,000 100,000 750,000 100,000 325,300 CHF 44,373 CHF 99.08% 99.08%
30/04/2024 2.57% 0.42 CHF 0.43 CHF 750,000 100,000 750,000 100,000 288,276 CHF 39,437 CHF 99.06% 99.06%

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