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 6.94% 0.13 CHF 0.14 CHF 109,844 25,000 110,044 25,000 15,360 CHF 3,739 CHF 99.32% 99.32%
15/05/2024 6.64% 0.14 CHF 0.15 CHF 110,566 25,000 110,680 25,000 16,237 CHF 3,919 CHF 97.97% 97.97%
14/05/2024 6.04% 0.15 CHF 0.16 CHF 111,212 50,000 111,635 50,000 18,010 CHF 8,564 CHF 99.99% 99.99%
13/05/2024 4.66% 0.20 CHF 0.21 CHF 113,587 50,000 114,037 50,000 23,970 CHF 11,009 CHF 100.00% 100.00%
10/05/2024 4.30% 0.26 CHF 0.27 CHF 116,469 50,000 114,967 50,000 26,570 CHF 12,041 CHF 100.00% 100.00%
08/05/2024 4.23% 0.19 CHF 0.20 CHF 113,313 50,000 115,230 50,000 26,773 CHF 12,113 CHF 100.00% 100.00%
07/05/2024 3.90% 0.25 CHF 0.26 CHF 115,871 50,000 116,085 50,000 29,368 CHF 13,142 CHF 96.83% 96.83%
06/05/2024 1.96% 0.50 CHF 0.51 CHF 100,000 50,000 101,333 50,000 51,291 CHF 25,819 CHF 100.00% 100.00%
03/05/2024 1.91% 0.51 CHF 0.52 CHF 100,000 50,000 99,791 50,000 51,895 CHF 26,546 CHF 98.64% 98.64%
02/05/2024 1.65% 0.60 CHF 0.61 CHF 90,000 50,000 90,000 50,000 54,097 CHF 30,554 CHF 99.13% 99.13%

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