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 7.10% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 54,615 CHF 58,742 CHF 99.00% 99.00%
15/05/2024 8.87% 0.26 CHF 0.32 CHF 200,000 200,000 200,000 200,000 62,638 CHF 68,255 CHF 98.03% 98.03%
14/05/2024 2.75% 0.35 CHF 0.36 CHF 200,000 200,000 200,000 200,000 76,564 CHF 78,699 CHF 97.88% 97.88%
13/05/2024 2.77% 0.38 CHF 0.39 CHF 200,000 200,000 200,000 200,000 78,852 CHF 81,061 CHF 99.99% 99.99%
10/05/2024 2.40% 0.43 CHF 0.44 CHF 200,000 200,000 200,000 200,000 82,212 CHF 84,212 CHF 96.74% 96.74%
08/05/2024 2.18% 0.45 CHF 0.46 CHF 200,000 200,000 200,000 200,000 90,666 CHF 92,666 CHF 99.99% 99.99%
07/05/2024 2.49% 0.39 CHF 0.40 CHF 200,000 200,000 200,000 200,000 79,395 CHF 81,395 CHF 99.91% 99.91%
06/05/2024 4.12% 0.37 CHF 0.38 CHF 200,000 200,000 200,000 200,000 72,934 CHF 75,996 CHF 100.00% 100.00%
03/05/2024 4.92% 0.40 CHF 0.41 CHF 200,000 200,000 200,000 200,000 76,651 CHF 80,473 CHF 96.81% 96.81%
02/05/2024 3.07% 0.45 CHF 0.46 CHF 200,000 200,000 200,000 200,000 86,796 CHF 89,550 CHF 99.48% 99.48%

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