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 7.99% 0.11 CHF 0.12 CHF 110,127 25,000 110,553 24,951 13,559 CHF 3,313 CHF 98.94% 98.94%
14/05/2024 7.07% 0.13 CHF 0.14 CHF 111,384 50,000 111,661 50,000 15,312 CHF 7,354 CHF 100.00% 100.00%
13/05/2024 5.27% 0.17 CHF 0.18 CHF 113,480 50,000 113,899 50,000 21,105 CHF 9,764 CHF 100.00% 100.00%
10/05/2024 4.78% 0.23 CHF 0.24 CHF 116,294 50,000 115,011 50,000 23,886 CHF 10,870 CHF 100.00% 100.00%
08/05/2024 4.74% 0.17 CHF 0.18 CHF 113,619 50,000 115,269 50,000 23,892 CHF 10,859 CHF 100.00% 100.00%
07/05/2024 4.31% 0.23 CHF 0.24 CHF 115,982 50,000 116,083 50,000 26,580 CHF 11,941 CHF 98.55% 98.55%
06/05/2024 2.06% 0.47 CHF 0.48 CHF 110,000 50,000 108,772 50,000 52,279 CHF 24,542 CHF 100.00% 100.00%
03/05/2024 2.00% 0.48 CHF 0.49 CHF 110,000 50,000 105,117 50,000 52,040 CHF 25,312 CHF 98.64% 98.64%
02/05/2024 1.72% 0.58 CHF 0.59 CHF 90,000 50,000 90,000 50,000 51,774 CHF 29,263 CHF 99.13% 99.13%
30/04/2024 1.77% 0.58 CHF 0.59 CHF 90,000 50,000 93,243 50,000 52,244 CHF 28,536 CHF 100.00% 100.00%

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