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
24/05/2024 10.82% 0.09 CHF 0.10 CHF 300,000 300,000 300,000 300,000 26,232 CHF 29,232 CHF 100.00% 100.00%
23/05/2024 11.18% 0.09 CHF 0.10 CHF 300,000 300,000 300,000 300,000 25,358 CHF 28,358 CHF 99.94% 99.94%
22/05/2024 11.50% 0.08 CHF 0.09 CHF 300,000 300,000 300,000 300,000 24,612 CHF 27,612 CHF 100.00% 100.00%
21/05/2024 10.79% 0.08 CHF 0.09 CHF 300,000 300,000 299,628 299,628 26,332 CHF 29,332 CHF 100.00% 100.00%
17/05/2024 10.83% 0.09 CHF 0.10 CHF 300,000 300,000 300,000 300,000 26,215 CHF 29,215 CHF 100.00% 100.00%
16/05/2024 10.46% 0.09 CHF 0.10 CHF 300,000 300,000 299,562 299,562 27,232 CHF 30,232 CHF 100.00% 100.00%
15/05/2024 10.05% 0.09 CHF 0.10 CHF 300,000 300,000 299,444 299,444 28,396 CHF 31,396 CHF 99.61% 99.61%
14/05/2024 9.84% 0.09 CHF 0.10 CHF 300,000 300,000 300,000 300,000 29,006 CHF 32,006 CHF 99.89% 99.89%
13/05/2024 10.18% 0.10 CHF 0.11 CHF 300,000 300,000 300,000 300,000 27,988 CHF 30,988 CHF 99.45% 99.45%
10/05/2024 10.38% 0.09 CHF 0.10 CHF 300,000 300,000 300,000 300,000 27,395 CHF 30,395 CHF 100.00% 100.00%

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