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
29/05/2024 7.29% 0.13 CHF 0.14 CHF 100,000 100,000 91,421 91,421 12,095 CHF 13,009 CHF 100.00% 100.00%
28/05/2024 6.65% 0.15 CHF 0.16 CHF 100,000 100,000 97,372 97,372 14,197 CHF 15,171 CHF 99.15% 99.15%
27/05/2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
24/05/2024 7.18% 0.14 CHF 0.15 CHF 100,000 100,000 106,911 106,911 14,361 CHF 15,430 CHF 100.00% 100.00%
23/05/2024 6.49% 0.14 CHF 0.15 CHF 110,000 110,000 107,078 107,078 16,056 CHF 17,127 CHF 99.99% 99.99%
22/05/2024 5.83% 0.15 CHF 0.16 CHF 90,000 90,000 87,655 87,655 14,742 CHF 15,619 CHF 100.00% 100.00%
21/05/2024 4.39% 0.23 CHF 0.24 CHF 80,000 80,000 83,333 83,333 18,593 CHF 19,427 CHF 100.00% 100.00%
17/05/2024 5.01% 0.21 CHF 0.22 CHF 100,000 100,000 99,387 99,387 19,384 CHF 20,378 CHF 99.56% 99.56%
16/05/2024 5.47% 0.19 CHF 0.20 CHF 100,000 100,000 99,237 99,237 17,763 CHF 18,757 CHF 100.00% 100.00%
15/05/2024 4.93% 0.18 CHF 0.19 CHF 100,000 100,000 99,212 99,212 19,785 CHF 20,779 CHF 99.99% 99.99%

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