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 4.95% 0.22 CHF 0.23 CHF 195,644 50,000 194,793 50,000 44,186 CHF 11,920 CHF 93.62% 93.62%
15/05/2024 4.05% 0.25 CHF 0.26 CHF 186,502 50,000 177,100 49,728 48,035 CHF 14,070 CHF 89.75% 89.75%
14/05/2024 4.35% 0.26 CHF 0.27 CHF 182,872 50,000 174,865 48,530 44,004 CHF 12,737 CHF 91.16% 91.16%
13/05/2024 7.48% 0.25 CHF 0.27 CHF 25,000 25,000 25,000 25,000 6,508 CHF 7,013 CHF 79.79% 79.79%
10/05/2024 9.26% 0.22 CHF 0.24 CHF 37,500 37,500 37,500 37,500 8,196 CHF 8,991 CHF 98.14% 98.14%
08/05/2024 11.94% 0.16 CHF 0.18 CHF 25,000 25,000 29,047 25,515 4,939 CHF 4,710 CHF 96.88% 96.88%
07/05/2024 4.58% 0.26 CHF 0.27 CHF 192,347 75,000 202,605 75,000 49,897 CHF 19,378 CHF 83.91% 83.91%
06/05/2024 4.11% 0.22 CHF 0.23 CHF 222,916 50,000 205,932 50,000 49,683 CHF 12,587 CHF 82.77% 82.77%
03/05/2024 3.97% 0.26 CHF 0.27 CHF 200,000 75,000 204,315 75,000 50,533 CHF 19,356 CHF 63.49% 63.49%
02/05/2024 6.04% 0.18 CHF 0.19 CHF 257,285 75,000 279,238 75,000 44,966 CHF 12,900 CHF 79.95% 79.95%

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