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
14/05/2024 10.76% 0.10 CHF 0.11 CHF 431,668 25,000 461,936 25,000 40,733 CHF 2,455 CHF 99.90% 99.90%
13/05/2024 10.58% 0.09 CHF 0.10 CHF 468,552 25,000 461,176 25,000 41,315 CHF 2,490 CHF 90.07% 90.07%
10/05/2024 9.95% 0.09 CHF 0.10 CHF 430,876 25,000 435,100 25,000 41,678 CHF 2,644 CHF 100.00% 100.00%
08/05/2024 10.33% 0.09 CHF 0.10 CHF 467,829 25,000 445,800 25,000 40,980 CHF 2,552 CHF 100.00% 100.00%
07/05/2024 11.23% 0.09 CHF 0.10 CHF 471,857 25,000 480,487 25,000 40,487 CHF 2,358 CHF 96.44% 96.44%
06/05/2024 12.30% 0.07 CHF 0.08 CHF 500,000 25,000 500,000 25,000 38,302 CHF 2,165 CHF 100.00% 100.00%
03/05/2024 12.98% 0.07 CHF 0.08 CHF 500,000 25,000 498,775 25,000 36,046 CHF 2,057 CHF 86.51% 86.51%
02/05/2024 13.37% 0.07 CHF 0.08 CHF 500,000 25,000 500,000 25,000 34,916 CHF 1,996 CHF 99.10% 99.10%
30/04/2024 13.90% 0.07 CHF 0.08 CHF 500,000 25,000 500,000 25,000 33,618 CHF 1,931 CHF 99.90% 99.90%
29/04/2024 14.68% 0.07 CHF 0.08 CHF 500,000 50,000 500,000 50,000 31,728 CHF 3,673 CHF 99.53% 99.53%

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