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 5.36% 0.19 CHF 0.20 CHF 600,000 200,000 748,282 249,427 135,984 CHF 47,822 CHF 95.40% 95.40%
15/05/2024 4.91% 0.19 CHF 0.20 CHF 750,000 250,000 621,771 207,257 123,469 CHF 43,229 CHF 98.36% 98.36%
14/05/2024 4.41% 0.21 CHF 0.22 CHF 600,000 200,000 600,000 200,000 133,108 CHF 46,369 CHF 98.82% 98.82%
13/05/2024 4.75% 0.21 CHF 0.22 CHF 600,000 200,000 600,000 200,000 123,565 CHF 43,188 CHF 87.44% 87.44%
10/05/2024 5.49% 0.18 CHF 0.19 CHF 750,000 250,000 750,000 250,000 132,922 CHF 46,807 CHF 99.52% 99.52%
08/05/2024 5.30% 0.20 CHF 0.21 CHF 600,000 200,000 722,499 240,833 132,508 CHF 46,578 CHF 98.44% 98.44%
07/05/2024 5.12% 0.18 CHF 0.19 CHF 750,000 250,000 736,080 245,360 140,036 CHF 49,132 CHF 99.18% 99.18%
06/05/2024 4.43% 0.18 CHF 0.19 CHF 750,000 250,000 627,160 209,053 138,708 CHF 48,327 CHF 99.33% 99.33%
03/05/2024 3.92% 0.23 CHF 0.24 CHF 600,000 200,000 600,000 200,000 150,318 CHF 52,106 CHF 99.25% 99.25%
02/05/2024 3.70% 0.26 CHF 0.27 CHF 600,000 200,000 600,000 200,000 159,353 CHF 55,118 CHF 99.10% 99.10%

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