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 6.21% 0.17 CHF 0.18 CHF 300,000 25,000 327,089 25,000 51,077 CHF 4,161 CHF 99.78% 99.78%
15/05/2024 7.00% 0.17 CHF 0.18 CHF 300,000 25,000 337,930 25,000 49,406 CHF 3,965 CHF 98.29% 98.29%
14/05/2024 5.74% 0.18 CHF 0.19 CHF 280,000 25,000 290,219 25,000 50,248 CHF 4,605 CHF 99.99% 99.99%
13/05/2024 5.83% 0.16 CHF 0.17 CHF 320,000 25,000 306,354 25,000 50,995 CHF 4,422 CHF 100.00% 100.00%
10/05/2024 5.13% 0.18 CHF 0.19 CHF 280,000 25,000 238,488 25,000 48,999 CHF 5,402 CHF 97.66% 97.66%
08/05/2024 4.40% 0.21 CHF 0.22 CHF 240,000 25,000 227,296 25,000 50,532 CHF 5,818 CHF 100.00% 100.00%
07/05/2024 4.98% 0.23 CHF 0.24 CHF 220,000 25,000 258,866 25,144 50,717 CHF 5,212 CHF 100.00% 100.00%
06/05/2024 5.07% 0.19 CHF 0.20 CHF 270,000 50,000 263,306 50,000 50,593 CHF 10,151 CHF 100.00% 100.00%
03/05/2024 4.69% 0.20 CHF 0.21 CHF 250,000 50,000 242,839 50,000 50,589 CHF 11,008 CHF 99.33% 99.33%
02/05/2024 6.03% 0.16 CHF 0.17 CHF 320,000 50,000 285,394 50,000 49,626 CHF 9,251 CHF 100.00% 100.00%

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