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
29/05/2024 12.28% 0.08 CHF 0.09 CHF 428,130 50,000 359,067 50,000 33,908 CHF 5,367 CHF 94.84% 94.84%
28/05/2024 11.81% 0.10 CHF 0.11 CHF 338,570 50,000 334,956 50,000 34,244 CHF 5,761 CHF 100.00% 100.00%
27/05/2024 14.38% 0.09 CHF 0.10 CHF 368,627 50,000 356,420 50,000 33,647 CHF 5,457 CHF 98.65% 98.65%
24/05/2024 13.19% 0.10 CHF 0.12 CHF 345,008 50,000 344,750 50,000 34,473 CHF 5,711 CHF 94.99% 94.99%
23/05/2024 12.47% 0.11 CHF 0.13 CHF 323,557 50,000 326,202 50,000 35,604 CHF 6,187 CHF 99.41% 99.41%
22/05/2024 10.78% 0.12 CHF 0.14 CHF 302,650 50,000 306,862 50,000 36,408 CHF 6,613 CHF 97.30% 97.30%
21/05/2024 11.02% 0.11 CHF 0.13 CHF 313,549 50,000 298,748 50,000 37,444 CHF 7,011 CHF 100.00% 100.00%
17/05/2024 10.44% 0.12 CHF 0.13 CHF 332,083 50,000 341,497 50,000 37,922 CHF 6,167 CHF 100.00% 100.00%
16/05/2024 10.21% 0.11 CHF 0.12 CHF 338,374 50,000 329,333 50,000 37,937 CHF 6,389 CHF 99.25% 99.25%
15/05/2024 10.53% 0.13 CHF 0.14 CHF 316,779 50,000 310,267 49,445 38,967 CHF 6,906 CHF 98.70% 98.70%

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