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 25.89% 0.04 CHF 0.06 CHF 500,000 50,000 477,933 50,000 22,068 CHF 3,001 CHF 99.25% 99.25%
15/05/2024 23.26% 0.06 CHF 0.07 CHF 450,979 50,000 450,672 49,447 23,924 CHF 3,327 CHF 98.90% 98.90%
14/05/2024 21.82% 0.06 CHF 0.08 CHF 419,079 50,000 417,502 50,000 25,753 CHF 3,845 CHF 100.00% 100.00%
13/05/2024 33.34% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 21,527 CHF 3,000 CHF 100.00% 100.00%
10/05/2024 25.72% 0.04 CHF 0.05 CHF 500,000 50,000 499,615 50,000 22,889 CHF 2,956 CHF 100.00% 100.00%
08/05/2024 23.95% 0.04 CHF 0.06 CHF 500,000 50,000 483,642 50,000 24,710 CHF 3,261 CHF 98.86% 98.86%
07/05/2024 19.55% 0.06 CHF 0.08 CHF 442,246 50,000 480,066 50,000 27,826 CHF 3,519 CHF 96.43% 96.43%
06/05/2024 20.35% 0.05 CHF 0.06 CHF 497,007 50,000 479,191 50,000 27,043 CHF 3,460 CHF 100.00% 100.00%
03/05/2024 16.29% 0.06 CHF 0.07 CHF 485,968 50,000 425,682 50,000 28,511 CHF 3,957 CHF 97.93% 97.93%
02/05/2024 15.61% 0.07 CHF 0.08 CHF 402,760 50,000 402,881 50,000 29,427 CHF 4,275 CHF 99.39% 99.39%

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