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 6.86% 0.13 CHF 0.14 CHF 750,000 250,000 769,804 256,601 108,391 CHF 38,696 CHF 98.70% 98.70%
15/05/2024 6.23% 0.17 CHF 0.18 CHF 750,000 250,000 828,346 276,116 129,920 CHF 46,068 CHF 98.29% 98.29%
14/05/2024 7.22% 0.13 CHF 0.14 CHF 900,000 300,000 900,000 299,998 120,295 CHF 43,098 CHF 98.72% 98.72%
13/05/2024 8.31% 0.11 CHF 0.12 CHF 1,000,000 400,000 999,985 399,985 115,579 CHF 50,230 CHF 95.15% 95.15%
10/05/2024 8.15% 0.12 CHF 0.13 CHF 1,000,000 400,000 992,315 392,315 116,991 CHF 50,149 CHF 98.78% 98.78%
08/05/2024 13.97% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 66,975 CHF 38,487 CHF 99.08% 99.08%
07/05/2024 15.02% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 61,771 CHF 35,885 CHF 98.84% 98.84%
06/05/2024 17.77% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 51,470 CHF 30,735 CHF 99.05% 99.05%
03/05/2024 15.99% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 57,889 CHF 33,945 CHF 99.08% 99.08%
02/05/2024 15.52% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,527 CHF 34,764 CHF 98.86% 98.86%

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