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
13/05/2024 7.67% 0.11 CHF 0.12 CHF 460,000 100,000 403,184 100,000 50,536 CHF 13,582 CHF 33.67% 33.67%
10/05/2024 5.47% 0.14 CHF 0.15 CHF 360,000 200,000 285,520 200,000 50,784 CHF 37,783 CHF 100.00% 100.00%
08/05/2024 3.73% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 52,601 CHF 54,601 CHF 100.00% 100.00%
07/05/2024 2.83% 0.31 CHF 0.32 CHF 200,000 200,000 200,000 200,000 69,988 CHF 71,988 CHF 98.92% 98.92%
06/05/2024 2.48% 0.43 CHF 0.44 CHF 200,000 200,000 200,000 200,000 79,693 CHF 81,693 CHF 100.00% 100.00%
03/05/2024 2.48% 0.44 CHF 0.45 CHF 200,000 200,000 200,000 200,000 79,869 CHF 81,869 CHF 98.61% 98.61%
02/05/2024 2.70% 0.38 CHF 0.39 CHF 200,000 200,000 200,000 200,000 73,393 CHF 75,393 CHF 98.72% 98.72%
30/04/2024 2.69% 0.36 CHF 0.37 CHF 200,000 200,000 200,000 200,000 73,439 CHF 75,439 CHF 100.00% 100.00%
29/04/2024 2.77% 0.38 CHF 0.39 CHF 200,000 200,000 200,000 200,000 71,287 CHF 73,287 CHF 100.00% 100.00%
26/04/2024 2.92% 0.33 CHF 0.34 CHF 200,000 200,000 200,000 200,000 67,637 CHF 69,637 CHF 98.86% 98.86%

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