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 17.02% 0.07 CHF 0.08 CHF 500,000 50,000 469,223 50,000 32,893 CHF 4,161 CHF 99.25% 99.25%
15/05/2024 17.18% 0.08 CHF 0.09 CHF 421,923 50,000 434,401 49,423 33,747 CHF 4,562 CHF 94.81% 94.81%
14/05/2024 13.01% 0.09 CHF 0.10 CHF 412,907 50,000 411,732 50,000 36,117 CHF 4,998 CHF 99.98% 99.98%
13/05/2024 14.32% 0.07 CHF 0.09 CHF 469,917 50,000 485,475 50,000 33,983 CHF 4,042 CHF 100.00% 100.00%
10/05/2024 20.63% 0.06 CHF 0.08 CHF 500,000 50,000 498,944 50,000 32,466 CHF 3,993 CHF 100.00% 100.00%
08/05/2024 18.47% 0.06 CHF 0.08 CHF 500,000 50,000 473,767 50,000 33,434 CHF 4,260 CHF 98.86% 98.86%
07/05/2024 14.87% 0.08 CHF 0.10 CHF 438,102 50,000 461,855 50,000 35,995 CHF 4,519 CHF 96.43% 96.43%
06/05/2024 15.35% 0.07 CHF 0.08 CHF 480,479 50,000 464,362 50,000 35,480 CHF 4,457 CHF 100.00% 100.00%
03/05/2024 13.80% 0.08 CHF 0.09 CHF 469,721 50,000 427,232 50,000 36,809 CHF 4,954 CHF 97.93% 97.93%
02/05/2024 13.11% 0.09 CHF 0.10 CHF 407,402 50,000 407,035 50,000 37,532 CHF 5,261 CHF 99.40% 99.40%

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