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 10.80% 0.08 CHF 0.09 CHF 750,000 250,000 717,199 239,066 62,920 CHF 23,364 CHF 95.41% 95.41%
15/05/2024 11.72% 0.08 CHF 0.09 CHF 750,000 250,000 750,000 250,000 60,290 CHF 22,597 CHF 98.34% 98.34%
14/05/2024 13.93% 0.07 CHF 0.08 CHF 750,000 250,000 884,365 294,788 59,301 CHF 22,715 CHF 98.71% 98.71%
13/05/2024 12.14% 0.07 CHF 0.08 CHF 750,000 250,000 763,774 254,591 59,176 CHF 22,271 CHF 87.42% 87.42%
10/05/2024 8.92% 0.10 CHF 0.11 CHF 750,000 250,000 621,577 207,192 66,486 CHF 24,234 CHF 99.51% 99.51%
08/05/2024 8.96% 0.10 CHF 0.11 CHF 750,000 250,000 630,952 210,317 67,157 CHF 24,489 CHF 98.44% 98.44%
07/05/2024 8.78% 0.11 CHF 0.12 CHF 600,000 200,000 618,957 206,319 67,309 CHF 24,499 CHF 99.19% 99.19%
06/05/2024 11.20% 0.12 CHF 0.13 CHF 600,000 200,000 770,469 256,823 65,422 CHF 24,376 CHF 99.35% 99.35%
03/05/2024 11.91% 0.09 CHF 0.10 CHF 750,000 250,000 887,346 295,782 70,173 CHF 26,349 CHF 99.53% 99.53%
02/05/2024 9.40% 0.08 CHF 0.09 CHF 900,000 300,000 797,712 266,041 81,780 CHF 29,930 CHF 99.17% 99.17%

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