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
17/05/2024 33.13% 0.02 CHF 0.03 CHF 430,000 430,000 425,617 425,617 10,899 CHF 15,160 CHF 100.00% 100.00%
16/05/2024 27.22% 0.03 CHF 0.04 CHF 220,000 220,000 211,133 211,133 6,850 CHF 8,967 CHF 100.00% 100.00%
15/05/2024 11.75% 0.07 CHF 0.08 CHF 200,000 200,000 197,179 197,179 16,586 CHF 18,579 CHF 100.00% 100.00%
14/05/2024 9.45% 0.10 CHF 0.11 CHF 210,000 210,000 207,887 207,887 21,401 CHF 23,483 CHF 99.97% 99.97%
13/05/2024 14.77% 0.08 CHF 0.09 CHF 290,000 290,000 287,082 287,082 18,526 CHF 21,400 CHF 100.00% 100.00%
10/05/2024 18.68% 0.05 CHF 0.06 CHF 300,000 300,000 296,983 296,983 14,692 CHF 17,665 CHF 100.00% 100.00%
08/05/2024 20.35% 0.05 CHF 0.06 CHF 250,000 250,000 247,183 247,183 11,270 CHF 13,745 CHF 98.83% 98.83%
07/05/2024 10.41% 0.11 CHF 0.12 CHF 270,000 270,000 267,033 267,033 24,899 CHF 27,574 CHF 97.93% 97.93%
06/05/2024 9.84% 0.09 CHF 0.10 CHF 290,000 290,000 287,082 287,082 28,305 CHF 31,179 CHF 100.00% 100.00%
03/05/2024 10.93% 0.09 CHF 0.10 CHF 310,000 310,000 306,881 306,881 27,113 CHF 30,185 CHF 100.00% 100.00%

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