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 7.78% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 123,666 CHF 53,466 CHF 95.30% 95.30%
15/05/2024 7.00% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 138,028 CHF 59,211 CHF 98.34% 98.34%
14/05/2024 6.47% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 149,648 CHF 63,859 CHF 98.76% 98.76%
13/05/2024 6.80% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 142,151 CHF 60,861 CHF 87.35% 87.35%
10/05/2024 7.66% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 125,701 CHF 54,280 CHF 99.53% 99.53%
08/05/2024 7.32% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 131,720 CHF 56,688 CHF 98.69% 98.69%
07/05/2024 6.98% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 138,290 CHF 59,316 CHF 99.20% 99.20%
06/05/2024 6.30% 0.13 CHF 0.14 CHF 1,000,000 400,000 945,454 345,454 146,002 CHF 56,579 CHF 99.49% 99.49%
03/05/2024 5.67% 0.16 CHF 0.17 CHF 900,000 300,000 901,559 301,559 154,731 CHF 54,759 CHF 99.39% 99.39%
02/05/2024 5.36% 0.18 CHF 0.19 CHF 900,000 300,000 900,000 300,000 163,473 CHF 57,491 CHF 99.12% 99.12%

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