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 4.50% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 400,000 217,348 CHF 90,939 CHF 98.67% 98.67%
15/05/2024 4.37% 0.24 CHF 0.25 CHF 1,000,000 400,000 985,447 385,447 221,438 CHF 90,245 CHF 98.27% 98.27%
14/05/2024 4.76% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 400,000 205,071 CHF 86,028 CHF 98.74% 98.74%
13/05/2024 5.06% 0.19 CHF 0.20 CHF 1,000,000 400,000 1,000,000 400,000 192,546 CHF 81,018 CHF 94.23% 94.23%
10/05/2024 5.03% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 400,000 193,952 CHF 81,581 CHF 98.96% 98.96%
08/05/2024 7.01% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 137,846 CHF 73,923 CHF 99.06% 99.06%
07/05/2024 7.35% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 131,064 CHF 70,532 CHF 97.80% 97.80%
06/05/2024 8.00% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 119,986 CHF 64,993 CHF 99.06% 99.06%
03/05/2024 7.90% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 121,679 CHF 65,840 CHF 99.01% 99.01%
02/05/2024 8.00% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 120,041 CHF 65,020 CHF 98.86% 98.86%

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