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 17.04% 0.05 CHF 0.06 CHF 200,000 200,000 199,706 199,706 10,753 CHF 12,753 CHF 100.00% 100.00%
15/05/2024 13.02% 0.07 CHF 0.08 CHF 200,000 200,000 199,642 199,642 14,395 CHF 16,395 CHF 99.83% 99.83%
14/05/2024 13.49% 0.07 CHF 0.08 CHF 200,000 200,000 200,000 200,000 13,828 CHF 15,828 CHF 99.88% 99.88%
13/05/2024 20.47% 0.04 CHF 0.05 CHF 200,000 200,000 200,000 200,000 8,773 CHF 10,773 CHF 100.00% 100.00%
10/05/2024 9.62% 0.09 CHF 0.10 CHF 200,000 200,000 200,000 200,000 19,846 CHF 21,846 CHF 100.00% 100.00%
08/05/2024 9.05% 0.10 CHF 0.11 CHF 200,000 200,000 200,000 200,000 21,125 CHF 23,125 CHF 99.29% 99.29%
07/05/2024 9.02% 0.10 CHF 0.11 CHF 200,000 200,000 200,000 200,000 21,189 CHF 23,189 CHF 100.00% 100.00%
06/05/2024 8.70% 0.11 CHF 0.12 CHF 200,000 200,000 200,000 200,000 22,006 CHF 24,006 CHF 100.00% 100.00%
03/05/2024 7.56% 0.13 CHF 0.14 CHF 200,000 200,000 200,000 200,000 25,459 CHF 27,459 CHF 98.70% 98.70%
02/05/2024 7.92% 0.12 CHF 0.13 CHF 200,000 200,000 200,000 200,000 24,265 CHF 26,265 CHF 100.00% 100.00%

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