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 10.53% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 90,000 CHF 40,000 CHF 97.45% 97.45%
16/05/2024 9.44% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 101,229 CHF 44,492 CHF 98.58% 98.58%
15/05/2024 8.21% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 117,259 CHF 50,904 CHF 93.02% 93.02%
14/05/2024 7.59% 0.13 CHF 0.14 CHF 1,000,000 400,000 991,847 391,847 125,904 CHF 53,644 CHF 91.66% 91.66%
13/05/2024 9.24% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 103,505 CHF 45,402 CHF 85.99% 85.99%
10/05/2024 10.24% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 92,823 CHF 41,129 CHF 86.86% 86.86%
08/05/2024 10.35% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 439,889 92,291 CHF 44,697 CHF 97.76% 97.76%
07/05/2024 7.28% 0.14 CHF 0.15 CHF 900,000 300,000 999,828 399,828 132,439 CHF 56,960 CHF 86.70% 86.70%
06/05/2024 6.92% 0.13 CHF 0.14 CHF 1,000,000 400,000 986,832 386,832 137,814 CHF 57,816 CHF 85.86% 85.86%
03/05/2024 7.37% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 130,759 CHF 56,304 CHF 91.97% 91.97%

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