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 7.50% 0.14 CHF 0.15 CHF 375,000 375,000 405,280 405,281 51,997 CHF 56,050 CHF 99.91% 99.91%
15/05/2024 7.80% 0.13 CHF 0.14 CHF 400,000 400,000 417,276 417,277 51,483 CHF 55,656 CHF 100.00% 100.00%
14/05/2024 8.09% 0.13 CHF 0.14 CHF 425,000 425,000 434,185 434,184 51,525 CHF 55,867 CHF 99.76% 99.76%
13/05/2024 8.78% 0.12 CHF 0.13 CHF 425,000 425,000 472,916 472,916 51,539 CHF 56,268 CHF 100.00% 100.00%
10/05/2024 8.77% 0.10 CHF 0.11 CHF 475,000 475,000 476,824 476,824 52,018 CHF 56,786 CHF 100.00% 100.00%
08/05/2024 8.80% 0.11 CHF 0.12 CHF 475,000 475,000 476,530 476,527 51,775 CHF 56,540 CHF 96.88% 96.88%
07/05/2024 8.79% 0.11 CHF 0.12 CHF 475,000 475,000 477,811 477,811 51,978 CHF 56,756 CHF 99.83% 99.83%
06/05/2024 9.53% 0.10 CHF 0.11 CHF 475,000 475,000 498,096 489,483 49,776 CHF 53,872 CHF 99.77% 99.77%
03/05/2024 9.55% 0.10 CHF 0.11 CHF 500,000 500,000 502,330 493,789 50,074 CHF 54,200 CHF 100.00% 100.00%
02/05/2024 8.82% 0.11 CHF 0.12 CHF 500,000 500,000 477,447 477,445 51,759 CHF 56,533 CHF 100.00% 100.00%

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