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 9.72% 0.10 CHF 0.11 CHF 500,000 500,000 512,666 457,338 50,130 CHF 49,662 CHF 99.24% 99.24%
15/05/2024 9.50% 0.10 CHF 0.11 CHF 500,000 500,000 497,826 493,899 49,922 CHF 54,473 CHF 99.39% 99.39%
14/05/2024 10.38% 0.09 CHF 0.10 CHF 500,000 500,000 559,120 331,780 51,092 CHF 33,860 CHF 96.01% 96.01%
13/05/2024 8.48% 0.11 CHF 0.12 CHF 475,000 475,000 457,757 457,756 51,686 CHF 56,263 CHF 99.39% 99.39%
10/05/2024 8.37% 0.12 CHF 0.13 CHF 475,000 475,000 449,218 449,218 51,480 CHF 55,972 CHF 99.39% 99.39%
08/05/2024 8.51% 0.11 CHF 0.12 CHF 475,000 475,000 461,203 461,203 51,850 CHF 56,462 CHF 90.34% 90.34%
07/05/2024 8.28% 0.12 CHF 0.13 CHF 425,000 425,000 443,863 443,863 51,379 CHF 55,818 CHF 99.24% 99.24%
06/05/2024 7.97% 0.13 CHF 0.14 CHF 425,000 425,000 423,707 423,707 51,071 CHF 55,308 CHF 99.21% 99.21%
03/05/2024 7.98% 0.12 CHF 0.13 CHF 425,000 425,000 424,206 424,207 51,033 CHF 55,275 CHF 99.39% 99.39%
02/05/2024 7.46% 0.12 CHF 0.13 CHF 425,000 425,000 401,732 401,732 51,874 CHF 55,891 CHF 99.39% 99.39%

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