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 12.21% 0.20 CHF 0.22 CHF 200,000 200,000 200,000 200,000 38,732 CHF 43,493 CHF 100.00% 100.00%
10/05/2024 4.65% 0.22 CHF 0.23 CHF 200,000 200,000 199,974 200,000 51,981 CHF 54,301 CHF 100.00% 100.00%
08/05/2024 1.72% 0.55 CHF 0.56 CHF 200,000 200,000 200,000 199,999 115,683 CHF 117,682 CHF 100.00% 100.00%
07/05/2024 1.25% 0.68 CHF 0.69 CHF 200,000 200,000 200,000 199,998 160,231 CHF 162,229 CHF 100.00% 100.00%
06/05/2024 0.96% 1.07 CHF 1.08 CHF 200,000 200,000 200,000 200,000 208,756 CHF 210,756 CHF 100.00% 100.00%
03/05/2024 0.83% 1.19 CHF 1.20 CHF 200,000 200,000 200,000 200,000 240,989 CHF 242,989 CHF 94.55% 94.55%
02/05/2024 0.81% 1.33 CHF 1.34 CHF 200,000 200,000 200,000 200,000 247,788 CHF 249,788 CHF 100.00% 100.00%
30/04/2024 0.89% 1.19 CHF 1.20 CHF 200,000 200,000 200,000 200,000 223,399 CHF 225,399 CHF 100.00% 100.00%
29/04/2024 0.99% 1.08 CHF 1.09 CHF 200,000 200,000 200,000 200,000 202,005 CHF 204,005 CHF 100.00% 100.00%
26/04/2024 0.90% 1.04 CHF 1.05 CHF 200,000 200,000 200,000 200,000 222,561 CHF 224,561 CHF 99.77% 99.77%

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