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 6.30% 0.20 CHF 0.22 CHF 109,735 50,000 110,104 50,000 23,769 CHF 11,482 CHF 97.72% 97.72%
15/05/2024 6.79% 0.20 CHF 0.21 CHF 109,582 50,000 109,858 49,760 22,522 CHF 10,919 CHF 98.90% 98.90%
14/05/2024 4.65% 0.23 CHF 0.24 CHF 111,056 50,000 110,979 50,000 24,851 CHF 11,726 CHF 99.99% 99.99%
13/05/2024 4.68% 0.25 CHF 0.27 CHF 112,321 50,000 111,536 50,000 26,593 CHF 12,483 CHF 100.00% 100.00%
10/05/2024 6.34% 0.24 CHF 0.25 CHF 111,585 50,000 110,375 50,000 23,233 CHF 11,211 CHF 100.00% 100.00%
08/05/2024 6.03% 0.23 CHF 0.24 CHF 111,423 50,000 110,817 50,000 24,065 CHF 11,486 CHF 98.83% 98.83%
07/05/2024 6.26% 0.21 CHF 0.23 CHF 110,356 50,000 111,253 50,000 25,624 CHF 12,258 CHF 97.06% 97.06%
06/05/2024 5.39% 0.25 CHF 0.27 CHF 112,123 50,000 111,388 50,000 26,732 CHF 12,664 CHF 100.00% 100.00%
03/05/2024 4.93% 0.22 CHF 0.23 CHF 110,570 50,000 110,960 50,000 25,133 CHF 11,894 CHF 97.94% 97.94%
02/05/2024 5.96% 0.25 CHF 0.27 CHF 112,969 50,000 112,435 50,000 27,282 CHF 12,875 CHF 99.40% 99.40%

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