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 12.03% 0.09 CHF 0.10 CHF 90,000 90,000 89,888 89,888 7,053 CHF 7,953 CHF 100.00% 100.00%
15/05/2024 12.09% 0.08 CHF 0.09 CHF 90,000 90,000 89,837 89,837 7,015 CHF 7,915 CHF 100.00% 100.00%
14/05/2024 12.34% 0.08 CHF 0.09 CHF 110,000 110,000 109,938 109,938 8,400 CHF 9,500 CHF 99.96% 99.96%
13/05/2024 16.47% 0.06 CHF 0.07 CHF 130,000 130,000 130,000 130,000 7,270 CHF 8,570 CHF 99.83% 99.83%
10/05/2024 16.85% 0.05 CHF 0.06 CHF 100,000 100,000 100,271 100,271 5,536 CHF 6,539 CHF 99.97% 99.97%
08/05/2024 16.41% 0.07 CHF 0.08 CHF 130,000 130,000 130,000 130,000 7,297 CHF 8,597 CHF 98.93% 98.93%
07/05/2024 17.37% 0.05 CHF 0.06 CHF 130,000 130,000 131,674 131,674 6,991 CHF 8,309 CHF 99.89% 99.89%
06/05/2024 54.14% 0.02 CHF 0.03 CHF 150,000 150,000 150,000 150,000 2,055 CHF 3,555 CHF 100.00% 100.00%
03/05/2024 65.32% 0.01 CHF 0.02 CHF 150,000 150,000 151,053 151,053 1,661 CHF 3,230 CHF 99.99% 99.99%
02/05/2024 85.82% 0.01 CHF 0.02 CHF 160,000 160,000 160,000 160,000 1,278 CHF 3,200 CHF 98.52% 98.52%

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