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 8.50% 0.27 CHF 0.29 CHF 70,000 70,000 69,897 69,897 19,778 CHF 21,528 CHF 100.00% 100.00%
15/05/2024 11.31% 0.30 CHF 0.32 CHF 70,000 70,000 69,865 69,865 14,443 CHF 16,136 CHF 100.00% 100.00%
14/05/2024 14.13% 0.14 CHF 0.16 CHF 70,000 70,000 70,000 70,000 11,080 CHF 12,760 CHF 99.98% 99.98%
13/05/2024 12.90% 0.18 CHF 0.20 CHF 70,000 70,000 70,000 70,000 12,226 CHF 13,906 CHF 99.45% 99.45%
10/05/2024 10.83% 0.24 CHF 0.27 CHF 70,000 70,000 70,000 70,000 14,901 CHF 16,598 CHF 100.00% 100.00%
08/05/2024 11.85% 0.18 CHF 0.20 CHF 70,000 70,000 70,000 70,000 13,375 CHF 15,055 CHF 98.93% 98.93%
07/05/2024 12.78% 0.18 CHF 0.20 CHF 70,000 70,000 69,940 69,940 12,335 CHF 14,015 CHF 99.75% 99.75%
06/05/2024 13.42% 0.17 CHF 0.19 CHF 70,000 70,000 70,000 70,000 11,706 CHF 13,386 CHF 100.00% 100.00%
03/05/2024 15.10% 0.18 CHF 0.20 CHF 70,000 70,000 70,000 70,000 10,412 CHF 12,092 CHF 99.92% 99.92%
02/05/2024 13.62% 0.13 CHF 0.15 CHF 70,000 70,000 70,000 70,000 11,585 CHF 13,256 CHF 98.49% 98.49%

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