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
15/05/2024 6.66% 0.13 CHF 0.14 CHF 200,000 200,000 196,446 196,446 29,839 CHF 31,814 CHF 99.99% 99.99%
14/05/2024 6.31% 0.19 CHF 0.20 CHF 210,000 210,000 216,225 216,225 34,311 CHF 36,477 CHF 100.00% 100.00%
13/05/2024 9.16% 0.12 CHF 0.13 CHF 240,000 240,000 240,000 240,000 25,131 CHF 27,531 CHF 100.00% 100.00%
10/05/2024 8.57% 0.11 CHF 0.12 CHF 240,000 240,000 240,000 240,000 26,813 CHF 29,213 CHF 100.00% 100.00%
08/05/2024 8.52% 0.11 CHF 0.12 CHF 240,000 240,000 239,945 239,945 26,973 CHF 29,373 CHF 99.06% 99.06%
07/05/2024 9.00% 0.11 CHF 0.12 CHF 240,000 240,000 239,689 239,689 25,521 CHF 27,921 CHF 99.66% 99.66%
06/05/2024 9.85% 0.10 CHF 0.11 CHF 240,000 240,000 240,000 240,000 23,190 CHF 25,590 CHF 100.00% 100.00%
03/05/2024 9.78% 0.09 CHF 0.10 CHF 240,000 240,000 240,000 240,000 23,343 CHF 25,743 CHF 99.98% 99.98%
02/05/2024 9.30% 0.10 CHF 0.11 CHF 240,000 240,000 240,000 240,000 24,634 CHF 27,034 CHF 100.00% 100.00%
30/04/2024 10.09% 0.09 CHF 0.10 CHF 240,000 240,000 240,000 240,000 22,599 CHF 24,999 CHF 100.00% 100.00%

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