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
15/05/2024 9.44% 0.10 CHF 0.11 CHF 500,000 500,000 500,470 475,821 50,587 CHF 53,029 CHF 99.39% 99.39%
14/05/2024 10.07% 0.09 CHF 0.10 CHF 575,000 300,000 538,342 392,896 50,763 CHF 41,468 CHF 99.16% 99.16%
13/05/2024 8.01% 0.12 CHF 0.13 CHF 425,000 425,000 425,401 425,401 51,000 CHF 55,254 CHF 99.38% 99.38%
10/05/2024 8.37% 0.13 CHF 0.14 CHF 400,000 400,000 442,926 436,644 50,874 CHF 54,645 CHF 99.39% 99.39%
08/05/2024 13.84% 0.07 CHF 0.08 CHF 775,000 400,000 752,208 385,599 50,599 CHF 29,816 CHF 99.39% 99.39%
07/05/2024 19.00% 0.07 CHF 0.08 CHF 775,000 400,000 943,735 381,830 45,983 CHF 23,321 CHF 99.22% 99.22%
06/05/2024 20.21% 0.05 CHF 0.06 CHF 1,000,000 500,000 994,189 319,577 44,549 CHF 17,871 CHF 99.20% 99.20%
03/05/2024 24.63% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,712 250,000 35,825 CHF 11,520 CHF 99.39% 99.39%
02/05/2024 25.94% 0.04 CHF 0.05 CHF 1,000,000 250,000 981,806 250,000 33,064 CHF 10,923 CHF 99.39% 99.39%
30/04/2024 20.26% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 254,272 44,442 CHF 13,846 CHF 99.43% 99.43%

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