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
17/05/2024 6.29% 0.19 CHF 0.20 CHF 270,000 100,000 275,504 100,000 50,683 CHF 19,605 CHF 100.00% 100.00%
16/05/2024 5.92% 0.20 CHF 0.21 CHF 250,000 100,000 261,964 100,000 50,747 CHF 20,574 CHF 98.08% 98.08%
15/05/2024 6.61% 0.19 CHF 0.20 CHF 270,000 100,000 282,650 99,247 50,436 CHF 18,936 CHF 98.11% 98.11%
14/05/2024 7.10% 0.16 CHF 0.17 CHF 320,000 100,000 324,202 100,000 51,158 CHF 16,949 CHF 99.12% 99.12%
13/05/2024 6.97% 0.15 CHF 0.16 CHF 340,000 100,000 336,106 100,000 50,960 CHF 16,321 CHF 99.38% 99.38%
10/05/2024 8.47% 0.13 CHF 0.14 CHF 390,000 100,000 431,233 100,000 50,285 CHF 12,749 CHF 99.42% 99.42%
08/05/2024 11.77% 0.08 CHF 0.09 CHF 500,000 100,000 500,000 100,000 44,111 CHF 9,920 CHF 87.00% 87.00%
07/05/2024 15.33% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 33,098 CHF 7,712 CHF 96.57% 96.57%
06/05/2024 13.54% 0.08 CHF 0.09 CHF 500,000 100,000 500,000 100,000 35,870 CHF 8,215 CHF 100.00% 100.00%
03/05/2024 14.16% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 35,844 CHF 8,263 CHF 95.43% 95.43%

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