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 3.23% 0.31 CHF 0.32 CHF 170,000 50,000 169,872 50,000 51,810 CHF 15,757 CHF 96.11% 96.11%
15/05/2024 3.62% 0.27 CHF 0.28 CHF 190,000 50,000 186,406 49,535 51,000 CHF 14,058 CHF 85.12% 85.12%
14/05/2024 3.95% 0.27 CHF 0.28 CHF 190,000 50,000 194,050 49,346 49,413 CHF 13,081 CHF 90.92% 90.92%
13/05/2024 3.92% 0.25 CHF 0.26 CHF 200,000 50,000 201,696 50,000 50,421 CHF 13,003 CHF 97.50% 97.50%
10/05/2024 4.06% 0.24 CHF 0.25 CHF 210,000 50,000 208,363 50,000 50,329 CHF 12,582 CHF 100.00% 100.00%
08/05/2024 4.45% 0.23 CHF 0.24 CHF 220,000 50,000 229,867 50,000 50,500 CHF 11,507 CHF 99.92% 99.92%
07/05/2024 4.86% 0.20 CHF 0.21 CHF 250,000 50,000 249,324 50,000 50,082 CHF 10,547 CHF 96.44% 96.44%
06/05/2024 4.93% 0.19 CHF 0.20 CHF 270,000 50,000 253,078 49,874 50,285 CHF 10,441 CHF 98.83% 98.83%
03/05/2024 9.94% 0.18 CHF 0.20 CHF 25,000 25,000 25,000 25,000 4,206 CHF 4,644 CHF 98.63% 98.63%
02/05/2024 11.55% 0.15 CHF 0.17 CHF 25,000 25,000 25,000 25,000 3,915 CHF 4,394 CHF 99.13% 99.13%

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