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 6.58% 0.16 CHF 0.17 CHF 110,000 110,000 64,266 64,266 9,780 CHF 10,427 CHF 100.00% 100.00%
15/05/2024 7.33% 0.16 CHF 0.17 CHF 120,000 120,000 66,103 66,103 9,002 CHF 9,671 CHF 99.56% 99.56%
14/05/2024 8.52% 0.12 CHF 0.13 CHF 130,000 130,000 76,412 76,412 8,905 CHF 9,672 CHF 99.99% 99.99%
13/05/2024 9.50% 0.10 CHF 0.11 CHF 130,000 130,000 76,393 76,393 8,107 CHF 8,874 CHF 100.00% 100.00%
10/05/2024 6.67% 0.12 CHF 0.13 CHF 130,000 130,000 70,246 70,246 10,275 CHF 10,981 CHF 100.00% 100.00%
08/05/2024 9.53% 0.11 CHF 0.12 CHF 130,000 130,000 75,827 75,827 7,920 CHF 8,682 CHF 98.63% 98.63%
07/05/2024 9.94% 0.10 CHF 0.11 CHF 130,000 130,000 76,652 76,652 7,615 CHF 8,385 CHF 98.55% 98.55%
06/05/2024 8.84% 0.11 CHF 0.12 CHF 130,000 130,000 76,412 76,412 8,520 CHF 9,287 CHF 100.00% 100.00%
03/05/2024 9.24% 0.09 CHF 0.10 CHF 130,000 130,000 75,689 75,689 7,913 CHF 8,673 CHF 99.92% 99.92%
02/05/2024 9.69% 0.11 CHF 0.12 CHF 130,000 130,000 50,802 50,802 5,157 CHF 5,668 CHF 99.99% 99.99%

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