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 8.81% 0.10 CHF 0.11 CHF 750,000 250,000 750,000 250,000 81,982 CHF 29,827 CHF 99.11% 99.11%
15/05/2024 8.60% 0.11 CHF 0.12 CHF 750,000 250,000 750,000 250,000 83,607 CHF 30,369 CHF 99.72% 99.72%
14/05/2024 9.37% 0.10 CHF 0.11 CHF 750,000 250,000 750,000 250,000 76,401 CHF 27,967 CHF 99.59% 99.59%
13/05/2024 9.54% 0.10 CHF 0.11 CHF 750,000 250,000 750,000 250,000 75,002 CHF 27,501 CHF 98.60% 98.60%
10/05/2024 9.51% 0.10 CHF 0.11 CHF 750,000 250,000 750,018 250,006 75,147 CHF 27,549 CHF 99.34% 99.34%
08/05/2024 9.86% 0.11 CHF 0.12 CHF 750,000 250,000 873,316 291,105 84,286 CHF 31,006 CHF 94.71% 94.71%
07/05/2024 10.29% 0.10 CHF 0.11 CHF 900,000 300,000 879,228 293,076 81,124 CHF 29,972 CHF 98.02% 98.02%
06/05/2024 11.31% 0.09 CHF 0.10 CHF 900,000 300,000 900,325 300,325 75,389 CHF 28,148 CHF 95.32% 95.32%
03/05/2024 11.09% 0.08 CHF 0.09 CHF 1,000,000 400,000 936,716 336,716 79,875 CHF 31,948 CHF 98.62% 98.62%
02/05/2024 9.55% 0.09 CHF 0.10 CHF 900,000 300,000 901,040 301,040 90,252 CHF 33,157 CHF 99.41% 99.41%

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