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 9.88% 0.10 CHF 0.11 CHF 436,642 75,000 436,501 75,000 42,090 CHF 7,982 CHF 99.32% 99.32%
15/05/2024 10.40% 0.10 CHF 0.11 CHF 437,306 75,000 462,132 74,759 42,140 CHF 7,571 CHF 94.23% 94.23%
14/05/2024 10.38% 0.09 CHF 0.10 CHF 436,530 75,000 443,663 75,000 40,585 CHF 7,611 CHF 79.42% 79.42%
13/05/2024 10.96% 0.09 CHF 0.10 CHF 491,450 75,000 490,170 75,000 42,415 CHF 7,238 CHF 68.56% 68.56%
10/05/2024 10.02% 0.09 CHF 0.10 CHF 450,105 75,000 440,823 75,000 41,863 CHF 7,881 CHF 98.36% 98.36%
08/05/2024 8.28% 0.11 CHF 0.12 CHF 396,333 75,000 398,091 75,000 46,182 CHF 9,451 CHF 100.00% 100.00%
07/05/2024 8.18% 0.11 CHF 0.12 CHF 392,294 75,000 396,777 75,000 46,594 CHF 9,558 CHF 98.73% 98.73%
06/05/2024 8.63% 0.11 CHF 0.12 CHF 394,268 75,000 395,995 75,000 43,920 CHF 9,068 CHF 97.40% 97.40%
03/05/2024 8.47% 0.11 CHF 0.12 CHF 396,907 75,000 398,083 75,000 45,086 CHF 9,244 CHF 91.90% 91.90%
02/05/2024 8.70% 0.11 CHF 0.12 CHF 425,017 75,000 425,017 75,000 46,752 CHF 9,000 CHF 95.57% 95.57%

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