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 6.26% 0.59 CHF 0.61 CHF 90,000 50,000 120,282 28,743 52,261 CHF 13,627 CHF 98.46% 98.46%
15/05/2024 9.97% 0.35 CHF 0.37 CHF 150,000 50,000 189,286 28,825 50,800 CHF 8,858 CHF 99.37% 99.37%
14/05/2024 12.49% 0.24 CHF 0.26 CHF 210,000 50,000 240,248 28,875 50,335 CHF 6,905 CHF 99.60% 99.60%
13/05/2024 10.68% 0.26 CHF 0.28 CHF 200,000 50,000 203,862 28,876 50,298 CHF 7,925 CHF 99.60% 99.60%
10/05/2024 9.27% 0.25 CHF 0.27 CHF 200,000 50,000 181,628 29,082 51,619 CHF 9,062 CHF 90.84% 90.84%
08/05/2024 8.42% 0.30 CHF 0.32 CHF 170,000 50,000 163,570 28,875 51,871 CHF 9,963 CHF 99.60% 99.60%
07/05/2024 7.51% 0.38 CHF 0.40 CHF 140,000 50,000 144,678 28,875 51,643 CHF 11,123 CHF 99.61% 99.61%
06/05/2024 7.93% 0.37 CHF 0.39 CHF 140,000 50,000 153,564 28,925 51,904 CHF 10,792 CHF 98.37% 98.37%
03/05/2024 11.53% 0.24 CHF 0.26 CHF 210,000 50,000 220,896 28,739 50,577 CHF 7,483 CHF 98.99% 98.99%
02/05/2024 14.91% 0.21 CHF 0.23 CHF 240,000 50,000 184,445 25,912 41,029 CHF 6,385 CHF 99.03% 99.03%

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