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 13.14% 0.08 CHF 0.09 CHF 600,000 200,000 747,376 249,125 53,228 CHF 20,234 CHF 95.42% 95.42%
15/05/2024 10.73% 0.08 CHF 0.09 CHF 750,000 250,000 622,072 207,357 54,824 CHF 20,348 CHF 98.32% 98.32%
14/05/2024 8.40% 0.10 CHF 0.11 CHF 600,000 200,000 600,000 200,000 68,606 CHF 24,869 CHF 98.80% 98.80%
13/05/2024 9.54% 0.11 CHF 0.12 CHF 600,000 200,000 600,000 200,000 60,130 CHF 22,043 CHF 87.42% 87.42%
10/05/2024 13.13% 0.08 CHF 0.09 CHF 750,000 250,000 750,000 250,000 53,535 CHF 20,345 CHF 99.56% 99.56%
08/05/2024 11.55% 0.09 CHF 0.10 CHF 750,000 250,000 744,104 248,035 60,785 CHF 22,742 CHF 98.53% 98.53%
07/05/2024 11.60% 0.07 CHF 0.08 CHF 750,000 250,000 749,386 249,795 60,924 CHF 22,806 CHF 99.23% 99.23%
06/05/2024 8.38% 0.08 CHF 0.09 CHF 750,000 250,000 629,659 209,886 73,306 CHF 26,534 CHF 99.36% 99.36%
03/05/2024 6.55% 0.13 CHF 0.14 CHF 600,000 200,000 600,000 200,000 88,840 CHF 31,613 CHF 99.23% 99.23%
02/05/2024 5.95% 0.16 CHF 0.17 CHF 600,000 200,000 599,092 199,697 97,996 CHF 34,662 CHF 99.16% 99.16%

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