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 15.25% 0.06 CHF 0.07 CHF 300,000 300,000 299,562 299,562 18,202 CHF 21,202 CHF 100.00% 100.00%
15/05/2024 14.09% 0.06 CHF 0.07 CHF 300,000 300,000 299,445 299,445 19,838 CHF 22,838 CHF 99.44% 99.44%
14/05/2024 13.28% 0.07 CHF 0.08 CHF 300,000 300,000 300,000 300,000 21,111 CHF 24,111 CHF 99.89% 99.89%
13/05/2024 12.95% 0.08 CHF 0.09 CHF 300,000 300,000 300,000 300,000 21,679 CHF 24,679 CHF 99.45% 99.45%
10/05/2024 13.66% 0.07 CHF 0.08 CHF 300,000 300,000 300,000 300,000 20,468 CHF 23,468 CHF 100.00% 100.00%
08/05/2024 11.07% 0.08 CHF 0.09 CHF 300,000 300,000 300,000 300,000 25,636 CHF 28,636 CHF 99.29% 99.29%
07/05/2024 10.56% 0.09 CHF 0.10 CHF 300,000 300,000 300,000 300,000 26,916 CHF 29,916 CHF 100.00% 100.00%
06/05/2024 10.78% 0.09 CHF 0.10 CHF 300,000 300,000 300,000 300,000 26,346 CHF 29,346 CHF 100.00% 100.00%
03/05/2024 8.94% 0.11 CHF 0.12 CHF 300,000 300,000 300,000 300,000 32,090 CHF 35,090 CHF 98.17% 98.17%
02/05/2024 8.83% 0.11 CHF 0.12 CHF 300,000 300,000 300,000 300,000 32,506 CHF 35,506 CHF 100.00% 100.00%

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