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
29/05/2024 7.00% 0.13 CHF 0.14 CHF 400,000 400,000 379,572 379,572 52,375 CHF 56,171 CHF 99.58% 99.58%
28/05/2024 5.42% 0.16 CHF 0.17 CHF 350,000 350,000 290,753 290,753 52,146 CHF 55,054 CHF 99.82% 99.82%
27/05/2024 4.62% 0.22 CHF 0.23 CHF 250,000 250,000 249,349 249,349 52,723 CHF 55,216 CHF 100.00% 100.00%
24/05/2024 4.39% 0.23 CHF 0.24 CHF 225,000 225,000 236,481 236,481 52,704 CHF 55,069 CHF 100.00% 100.00%
23/05/2024 3.78% 0.25 CHF 0.26 CHF 200,000 200,000 204,865 204,865 53,234 CHF 55,283 CHF 99.49% 99.49%
22/05/2024 5.62% 0.19 CHF 0.20 CHF 300,000 300,000 303,703 303,703 52,565 CHF 55,602 CHF 98.52% 98.52%
21/05/2024 5.77% 0.18 CHF 0.19 CHF 275,000 275,000 305,306 305,306 51,417 CHF 54,470 CHF 100.00% 100.00%
17/05/2024 4.53% 0.24 CHF 0.25 CHF 225,000 225,000 243,491 243,491 52,586 CHF 55,021 CHF 99.65% 99.65%
16/05/2024 6.20% 0.16 CHF 0.17 CHF 325,000 325,000 332,020 332,020 51,927 CHF 55,247 CHF 99.86% 99.86%
15/05/2024 6.44% 0.17 CHF 0.18 CHF 300,000 300,000 346,866 346,866 52,162 CHF 55,631 CHF 100.00% 100.00%

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