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 15.74% 0.06 CHF 0.07 CHF 850,000 425,000 864,915 437,134 50,627 CHF 29,948 CHF 99.25% 99.25%
15/05/2024 16.27% 0.06 CHF 0.07 CHF 925,000 475,000 897,246 458,485 50,646 CHF 30,458 CHF 99.39% 99.39%
14/05/2024 16.50% 0.06 CHF 0.07 CHF 850,000 425,000 906,620 465,354 50,427 CHF 30,531 CHF 96.01% 96.01%
13/05/2024 14.08% 0.06 CHF 0.07 CHF 775,000 400,000 760,464 393,488 50,232 CHF 29,926 CHF 99.39% 99.39%
10/05/2024 14.31% 0.07 CHF 0.08 CHF 775,000 400,000 768,553 397,758 49,933 CHF 29,808 CHF 99.39% 99.39%
08/05/2024 14.48% 0.06 CHF 0.07 CHF 850,000 425,000 787,465 404,155 50,428 CHF 29,932 CHF 90.34% 90.34%
07/05/2024 14.16% 0.07 CHF 0.08 CHF 775,000 400,000 764,400 395,573 50,160 CHF 29,913 CHF 99.24% 99.24%
06/05/2024 13.45% 0.07 CHF 0.08 CHF 725,000 375,000 727,424 377,045 50,459 CHF 29,926 CHF 99.22% 99.22%
03/05/2024 13.50% 0.07 CHF 0.08 CHF 725,000 375,000 728,410 377,750 50,339 CHF 29,885 CHF 99.39% 99.39%
02/05/2024 12.88% 0.07 CHF 0.08 CHF 725,000 375,000 686,687 358,164 49,861 CHF 29,598 CHF 99.39% 99.39%

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