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
15/05/2024 10.64% 0.07 CHF 0.08 CHF 220,000 220,000 217,076 217,076 20,357 CHF 22,540 CHF 100.00% 100.00%
14/05/2024 10.81% 0.12 CHF 0.13 CHF 220,000 220,000 227,616 227,616 21,915 CHF 24,195 CHF 100.00% 100.00%
13/05/2024 20.12% 0.06 CHF 0.07 CHF 240,000 240,000 240,000 240,000 10,928 CHF 13,328 CHF 100.00% 100.00%
10/05/2024 17.83% 0.05 CHF 0.06 CHF 240,000 240,000 240,000 240,000 12,271 CHF 14,671 CHF 100.00% 100.00%
08/05/2024 17.11% 0.05 CHF 0.06 CHF 240,000 240,000 239,945 239,945 12,839 CHF 15,239 CHF 99.06% 99.06%
07/05/2024 17.83% 0.05 CHF 0.06 CHF 240,000 240,000 239,572 239,572 12,305 CHF 14,705 CHF 99.63% 99.63%
06/05/2024 21.02% 0.05 CHF 0.06 CHF 240,000 240,000 240,000 240,000 10,269 CHF 12,669 CHF 100.00% 100.00%
03/05/2024 20.58% 0.04 CHF 0.05 CHF 240,000 240,000 240,000 240,000 10,475 CHF 12,875 CHF 100.00% 100.00%
02/05/2024 19.33% 0.04 CHF 0.05 CHF 240,000 240,000 240,000 240,000 11,246 CHF 13,646 CHF 100.00% 100.00%
30/04/2024 22.22% 0.04 CHF 0.05 CHF 240,000 240,000 240,000 240,000 9,607 CHF 12,007 CHF 100.00% 100.00%

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