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 9.36% 0.12 CHF 0.13 CHF 425,000 425,000 501,149 431,956 51,059 CHF 49,098 CHF 99.76% 99.76%
15/05/2024 7.60% 0.12 CHF 0.13 CHF 425,000 425,000 406,641 406,642 51,476 CHF 55,542 CHF 100.00% 100.00%
14/05/2024 6.39% 0.15 CHF 0.16 CHF 350,000 350,000 345,325 345,320 52,337 CHF 55,789 CHF 100.00% 100.00%
13/05/2024 7.05% 0.13 CHF 0.14 CHF 375,000 375,000 378,485 378,480 51,842 CHF 55,626 CHF 100.00% 100.00%
10/05/2024 6.45% 0.17 CHF 0.18 CHF 350,000 350,000 349,306 349,308 52,476 CHF 55,969 CHF 100.00% 100.00%
08/05/2024 7.29% 0.09 CHF 0.10 CHF 575,000 300,000 390,685 366,164 51,661 CHF 53,105 CHF 100.00% 100.00%
07/05/2024 3.75% 0.28 CHF 0.29 CHF 200,000 200,000 200,074 200,074 52,379 CHF 54,380 CHF 99.73% 99.73%
06/05/2024 5.52% 0.24 CHF 0.25 CHF 225,000 225,000 297,614 297,613 52,435 CHF 55,411 CHF 99.51% 99.51%
03/05/2024 7.17% 0.13 CHF 0.14 CHF 400,000 400,000 387,981 387,981 52,168 CHF 56,048 CHF 99.72% 99.72%
02/05/2024 7.20% 0.12 CHF 0.13 CHF 400,000 400,000 388,053 388,054 52,042 CHF 55,922 CHF 100.00% 100.00%

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