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 9.00% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 106,342 CHF 46,537 CHF 98.84% 98.84%
15/05/2024 7.79% 0.12 CHF 0.13 CHF 1,000,000 400,000 988,185 388,185 122,127 CHF 51,811 CHF 98.96% 98.96%
14/05/2024 8.63% 0.12 CHF 0.13 CHF 1,000,000 400,000 1,000,000 400,000 110,971 CHF 48,388 CHF 98.59% 98.59%
13/05/2024 8.68% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 110,191 CHF 48,076 CHF 94.83% 94.83%
10/05/2024 7.76% 0.11 CHF 0.12 CHF 1,000,000 400,000 987,542 387,542 122,611 CHF 51,880 CHF 98.80% 98.80%
08/05/2024 6.88% 0.13 CHF 0.14 CHF 1,000,000 400,000 953,073 353,073 133,867 CHF 52,952 CHF 99.07% 99.07%
07/05/2024 6.75% 0.15 CHF 0.16 CHF 900,000 300,000 902,439 302,439 129,297 CHF 46,351 CHF 99.17% 99.17%
06/05/2024 7.11% 0.13 CHF 0.14 CHF 1,000,000 400,000 992,299 392,299 134,671 CHF 57,145 CHF 98.79% 98.79%
03/05/2024 7.75% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 124,185 CHF 53,674 CHF 98.35% 98.35%
02/05/2024 7.48% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 128,845 CHF 55,538 CHF 98.86% 98.86%

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