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 21.89% 0.05 CHF 0.06 CHF 600,000 600,000 599,134 599,134 24,826 CHF 30,826 CHF 99.64% 99.64%
15/05/2024 22.92% 0.04 CHF 0.05 CHF 600,000 600,000 598,899 598,899 23,301 CHF 29,301 CHF 99.78% 99.78%
14/05/2024 23.82% 0.04 CHF 0.05 CHF 600,000 600,000 600,000 600,000 22,285 CHF 28,285 CHF 100.00% 100.00%
13/05/2024 28.03% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 18,485 CHF 24,485 CHF 100.00% 100.00%
10/05/2024 28.48% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 18,094 CHF 24,094 CHF 97.09% 97.09%
08/05/2024 26.89% 0.03 CHF 0.04 CHF 600,000 600,000 599,762 599,762 19,355 CHF 25,355 CHF 78.08% 78.08%
07/05/2024 24.02% 0.03 CHF 0.04 CHF 600,000 600,000 599,349 599,349 22,109 CHF 28,109 CHF 93.28% 93.28%
06/05/2024 26.11% 0.04 CHF 0.05 CHF 600,000 600,000 600,000 600,000 20,023 CHF 26,023 CHF 100.00% 100.00%
03/05/2024 26.16% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 19,967 CHF 25,967 CHF 98.78% 98.78%
02/05/2024 23.08% 0.04 CHF 0.05 CHF 600,000 600,000 600,000 600,000 23,096 CHF 29,096 CHF 100.00% 100.00%

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