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
29/05/2024 16.29% 0.05 CHF 0.06 CHF 410,838 50,000 406,509 50,000 23,062 CHF 3,339 CHF 90.56% 90.56%
28/05/2024 14.30% 0.06 CHF 0.07 CHF 366,643 50,000 357,282 50,000 23,289 CHF 3,765 CHF 88.18% 88.18%
27/05/2024 13.57% 0.07 CHF 0.08 CHF 370,788 50,000 371,431 50,000 25,575 CHF 3,943 CHF 100.00% 100.00%
24/05/2024 15.32% 0.07 CHF 0.08 CHF 375,245 50,000 381,345 50,000 22,998 CHF 3,516 CHF 43.61% 43.61%
23/05/2024 14.28% 0.06 CHF 0.07 CHF 371,350 50,000 368,897 50,000 24,109 CHF 3,768 CHF 98.33% 98.33%
22/05/2024 13.60% 0.07 CHF 0.08 CHF 371,942 50,000 369,022 50,000 25,356 CHF 3,936 CHF 91.99% 91.99%
21/05/2024 13.56% 0.07 CHF 0.08 CHF 376,073 50,000 362,216 50,000 24,949 CHF 3,945 CHF 99.99% 99.99%
17/05/2024 13.61% 0.07 CHF 0.08 CHF 368,783 50,000 359,814 50,000 24,694 CHF 3,933 CHF 95.54% 95.54%
16/05/2024 12.76% 0.07 CHF 0.08 CHF 331,804 50,000 331,612 50,000 24,444 CHF 4,184 CHF 99.22% 99.22%
15/05/2024 13.30% 0.07 CHF 0.08 CHF 336,473 50,000 331,875 49,477 23,785 CHF 4,046 CHF 92.84% 92.84%

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