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 11.80% 0.08 CHF 0.09 CHF 625,000 325,000 628,110 326,555 50,088 CHF 29,307 CHF 99.86% 99.86%
15/05/2024 11.47% 0.09 CHF 0.10 CHF 625,000 325,000 616,374 314,561 50,663 CHF 28,986 CHF 100.00% 100.00%
14/05/2024 11.54% 0.09 CHF 0.10 CHF 625,000 325,000 616,954 317,060 50,423 CHF 29,075 CHF 99.77% 99.77%
13/05/2024 12.36% 0.08 CHF 0.09 CHF 675,000 350,000 666,985 345,992 50,628 CHF 29,724 CHF 100.00% 100.00%
10/05/2024 13.59% 0.07 CHF 0.08 CHF 775,000 400,000 731,840 380,312 50,193 CHF 29,889 CHF 100.00% 100.00%
08/05/2024 14.04% 0.07 CHF 0.08 CHF 775,000 400,000 762,511 393,494 50,508 CHF 30,001 CHF 100.00% 100.00%
07/05/2024 13.86% 0.07 CHF 0.08 CHF 775,000 400,000 754,948 389,974 50,695 CHF 30,088 CHF 99.84% 99.84%
06/05/2024 13.11% 0.07 CHF 0.08 CHF 725,000 375,000 710,983 367,991 50,697 CHF 29,921 CHF 99.81% 99.81%
03/05/2024 13.29% 0.07 CHF 0.08 CHF 725,000 375,000 722,931 373,966 50,773 CHF 30,004 CHF 99.98% 99.98%
02/05/2024 13.39% 0.07 CHF 0.08 CHF 725,000 375,000 718,845 373,255 50,149 CHF 29,762 CHF 100.00% 100.00%

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