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 8.59% 0.12 CHF 0.13 CHF 425,000 425,000 461,098 461,098 51,400 CHF 56,011 CHF 99.90% 99.90%
15/05/2024 8.07% 0.11 CHF 0.12 CHF 425,000 425,000 428,569 428,567 51,005 CHF 55,291 CHF 100.00% 100.00%
14/05/2024 7.34% 0.13 CHF 0.14 CHF 400,000 400,000 396,410 396,410 52,061 CHF 56,025 CHF 99.77% 99.77%
13/05/2024 7.49% 0.13 CHF 0.14 CHF 400,000 400,000 402,883 402,883 51,780 CHF 55,809 CHF 100.00% 100.00%
10/05/2024 7.33% 0.13 CHF 0.14 CHF 375,000 375,000 395,189 395,190 51,978 CHF 55,930 CHF 100.00% 100.00%
08/05/2024 6.87% 0.14 CHF 0.15 CHF 375,000 375,000 374,526 374,527 52,619 CHF 56,365 CHF 96.89% 96.89%
07/05/2024 7.09% 0.13 CHF 0.14 CHF 400,000 400,000 383,983 383,983 52,254 CHF 56,094 CHF 62.08% 62.08%
06/05/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
03/05/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
02/05/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%

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