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 6.99% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 138,173 CHF 59,269 CHF 93.29% 93.29%
15/05/2024 6.55% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 147,943 CHF 63,177 CHF 97.61% 97.61%
14/05/2024 6.27% 0.16 CHF 0.17 CHF 900,000 300,000 925,810 325,810 143,142 CHF 53,592 CHF 93.93% 93.93%
13/05/2024 5.90% 0.16 CHF 0.17 CHF 900,000 300,000 900,000 300,000 148,122 CHF 52,374 CHF 92.03% 92.03%
10/05/2024 5.27% 0.18 CHF 0.19 CHF 900,000 300,000 900,000 300,000 166,575 CHF 58,525 CHF 96.37% 96.37%
08/05/2024 4.86% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 180,795 CHF 63,265 CHF 99.01% 99.01%
07/05/2024 3.13% 0.30 CHF 0.31 CHF 750,000 250,000 722,981 240,994 227,138 CHF 78,123 CHF 99.57% 99.57%
06/05/2024 3.02% 0.34 CHF 0.35 CHF 600,000 200,000 682,385 227,462 222,355 CHF 76,393 CHF 97.12% 97.12%
03/05/2024 2.87% 0.35 CHF 0.36 CHF 600,000 200,000 609,738 203,246 209,689 CHF 71,929 CHF 99.30% 99.30%
02/05/2024 2.68% 0.36 CHF 0.37 CHF 600,000 200,000 600,000 200,000 221,162 CHF 75,721 CHF 99.36% 99.36%

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