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 5.34% 0.18 CHF 0.19 CHF 450,000 150,000 450,000 150,000 82,874 CHF 29,125 CHF 97.07% 97.07%
15/05/2024 7.15% 0.15 CHF 0.16 CHF 450,000 150,000 454,765 151,588 61,926 CHF 22,158 CHF 99.07% 99.07%
14/05/2024 6.46% 0.13 CHF 0.14 CHF 600,000 200,000 584,029 194,676 87,611 CHF 31,150 CHF 97.32% 97.32%
13/05/2024 6.68% 0.14 CHF 0.15 CHF 600,000 200,000 600,000 200,000 86,982 CHF 30,994 CHF 92.38% 92.38%
10/05/2024 5.52% 0.17 CHF 0.18 CHF 600,000 200,000 575,660 191,887 101,380 CHF 35,712 CHF 98.69% 98.69%
08/05/2024 8.74% 0.12 CHF 0.13 CHF 750,000 250,000 750,000 250,000 82,281 CHF 29,927 CHF 96.90% 96.90%
07/05/2024 10.54% 0.11 CHF 0.12 CHF 750,000 250,000 851,209 283,736 76,696 CHF 28,403 CHF 96.44% 96.44%
06/05/2024 12.66% 0.07 CHF 0.08 CHF 1,000,000 400,000 923,070 323,070 68,454 CHF 27,126 CHF 90.70% 90.70%
03/05/2024 14.08% 0.07 CHF 0.08 CHF 1,000,000 400,000 979,733 379,733 65,117 CHF 28,928 CHF 94.26% 94.26%
02/05/2024 13.59% 0.06 CHF 0.07 CHF 1,000,000 400,000 999,984 399,984 68,927 CHF 31,570 CHF 98.10% 98.10%

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