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
14/05/2024 1.67% 0.64 CHF 0.61 CHF 100,000 100,000 102,890 102,890 61,229 CHF 62,258 CHF 5.44% 98.86%
13/05/2024 2.01% 0.52 CHF 0.53 CHF 125,000 125,000 112,351 112,351 55,322 CHF 56,445 CHF 99.18% 99.18%
10/05/2024 1.67% 0.59 CHF 0.60 CHF 100,000 100,000 99,958 99,958 59,502 CHF 60,501 CHF 41.83% 96.48%
08/05/2024 1.56% 0.67 CHF 0.65 CHF 75,000 100,000 100,000 100,000 63,793 CHF 64,793 CHF 0.09% 99.18%
07/05/2024 1.62% 0.71 CHF 0.67 CHF 75,000 75,000 99,860 99,860 61,322 CHF 62,320 CHF 78.17% 98.89%
06/05/2024 1.69% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 58,784 CHF 59,784 CHF 98.97% 98.97%
03/05/2024 1.70% 0.51 CHF 0.52 CHF 100,000 100,000 100,793 100,793 59,083 CHF 60,091 CHF 98.57% 98.59%
02/05/2024 1.84% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 53,954 CHF 54,954 CHF 98.84% 98.84%
30/04/2024 1.71% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 57,915 CHF 58,915 CHF 94.23% 94.23%
29/04/2024 1.45% 0.63 CHF 0.64 CHF 100,000 100,000 83,802 83,801 57,329 CHF 58,167 CHF 57.60% 97.52%

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