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
13/05/2024 10.67% 0.09 CHF 0.10 CHF 300,000 300,000 299,446 299,446 26,705 CHF 29,704 CHF 100.00% 100.00%
10/05/2024 10.35% 0.09 CHF 0.10 CHF 300,000 300,000 299,447 299,447 27,571 CHF 30,569 CHF 99.99% 99.99%
08/05/2024 9.81% 0.10 CHF 0.11 CHF 300,000 300,000 297,579 297,579 29,365 CHF 32,363 CHF 93.33% 93.33%
07/05/2024 9.57% 0.10 CHF 0.11 CHF 300,000 300,000 299,255 299,255 29,958 CHF 32,957 CHF 98.41% 98.41%
06/05/2024 8.96% 0.11 CHF 0.12 CHF 300,000 300,000 299,448 299,448 32,107 CHF 35,105 CHF 100.00% 100.00%
03/05/2024 10.55% 0.12 CHF 0.13 CHF 300,000 300,000 263,522 263,522 32,301 CHF 35,179 CHF 100.00% 100.00%
02/05/2024 6.77% 0.14 CHF 0.15 CHF 300,000 300,000 299,431 299,431 42,962 CHF 45,960 CHF 99.27% 99.27%
30/04/2024 6.90% 0.15 CHF 0.16 CHF 300,000 300,000 299,450 299,450 42,137 CHF 45,135 CHF 100.00% 100.00%
29/04/2024 6.64% 0.15 CHF 0.16 CHF 300,000 300,000 299,382 299,382 43,826 CHF 46,824 CHF 99.63% 99.63%
26/04/2024 6.13% 0.16 CHF 0.17 CHF 300,000 300,000 299,428 299,428 47,608 CHF 50,606 CHF 99.13% 99.13%

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