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 7.49% 0.12 CHF 0.13 CHF 600,000 200,000 600,000 200,000 77,236 CHF 27,745 CHF 99.17% 99.17%
15/05/2024 6.53% 0.14 CHF 0.15 CHF 600,000 200,000 600,000 200,000 89,042 CHF 31,681 CHF 94.33% 94.33%
14/05/2024 7.40% 0.13 CHF 0.14 CHF 600,000 200,000 600,000 200,000 78,118 CHF 28,039 CHF 99.16% 99.16%
13/05/2024 6.98% 0.13 CHF 0.14 CHF 600,000 200,000 615,610 205,203 85,183 CHF 30,446 CHF 98.53% 98.53%
10/05/2024 8.04% 0.12 CHF 0.13 CHF 600,000 200,000 631,856 210,619 75,409 CHF 27,243 CHF 99.01% 99.01%
08/05/2024 9.78% 0.09 CHF 0.10 CHF 750,000 250,000 747,420 249,140 74,075 CHF 27,183 CHF 98.84% 98.84%
07/05/2024 6.61% 0.15 CHF 0.16 CHF 600,000 200,000 601,225 200,408 88,189 CHF 31,400 CHF 97.93% 97.93%
06/05/2024 7.03% 0.13 CHF 0.14 CHF 600,000 200,000 600,000 200,000 82,524 CHF 29,508 CHF 99.17% 99.17%
03/05/2024 6.87% 0.14 CHF 0.15 CHF 600,000 200,000 611,424 203,808 86,263 CHF 30,792 CHF 99.17% 99.17%
02/05/2024 10.01% 0.10 CHF 0.11 CHF 750,000 250,000 750,000 250,000 71,460 CHF 26,320 CHF 99.15% 99.15%

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