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
22/05/2024 5.56% 0.16 CHF 0.17 CHF 750,000 250,000 747,934 249,311 130,998 CHF 46,159 CHF 98.98% 98.98%
21/05/2024 5.34% 0.18 CHF 0.19 CHF 750,000 250,000 750,000 250,000 137,015 CHF 48,172 CHF 97.92% 97.92%
17/05/2024 5.95% 0.17 CHF 0.18 CHF 750,000 250,000 759,178 253,059 124,547 CHF 44,046 CHF 97.95% 97.95%
16/05/2024 7.75% 0.13 CHF 0.14 CHF 900,000 300,000 900,000 300,000 111,824 CHF 40,275 CHF 98.67% 98.67%
15/05/2024 7.29% 0.11 CHF 0.12 CHF 1,000,000 400,000 900,814 323,080 122,953 CHF 46,537 CHF 98.26% 98.26%
14/05/2024 5.36% 0.18 CHF 0.19 CHF 900,000 300,000 827,408 275,803 150,208 CHF 52,827 CHF 98.41% 98.41%
13/05/2024 4.65% 0.21 CHF 0.22 CHF 750,000 250,000 750,000 250,000 157,574 CHF 55,025 CHF 95.17% 95.17%
10/05/2024 4.50% 0.21 CHF 0.22 CHF 750,000 250,000 750,000 250,000 163,063 CHF 56,855 CHF 98.89% 98.89%
08/05/2024 3.08% 0.31 CHF 0.32 CHF 600,000 200,000 602,713 200,904 192,572 CHF 66,200 CHF 99.07% 99.07%
07/05/2024 2.95% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 200,667 CHF 68,889 CHF 98.84% 98.84%

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