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
17/05/2024 14.72% 0.53 CHF 0.58 CHF 100,000 30,000 93,737 11,208 51,903 CHF 6,807 CHF 99.57% 99.57%
16/05/2024 13.49% 0.61 CHF 0.66 CHF 90,000 20,000 87,740 7,473 54,090 CHF 5,228 CHF 99.57% 99.57%
15/05/2024 12.18% 0.62 CHF 0.67 CHF 90,000 20,000 77,593 7,488 53,529 CHF 5,868 CHF 99.10% 99.10%
14/05/2024 20.71% 0.81 CHF 0.91 CHF 70,000 20,000 69,997 7,489 53,870 CHF 6,909 CHF 98.83% 98.83%
13/05/2024 18.76% 0.89 CHF 0.99 CHF 60,000 20,000 62,382 7,463 53,150 CHF 7,293 CHF 99.49% 99.49%
10/05/2024 25.10% 0.80 CHF 0.90 CHF 70,000 20,000 84,216 7,412 53,008 CHF 6,217 CHF 98.56% 98.56%
08/05/2024 17.04% 0.95 CHF 1.05 CHF 60,000 10,000 59,219 3,678 56,684 CHF 4,059 CHF 98.43% 98.43%
07/05/2024 15.85% 1.01 CHF 1.11 CHF 50,000 10,000 50,648 3,725 52,246 CHF 4,367 CHF 97.36% 97.36%
06/05/2024 17.02% 1.02 CHF 1.12 CHF 50,000 10,000 59,120 3,727 56,626 CHF 4,159 CHF 98.34% 98.34%
03/05/2024 15.08% 1.23 CHF 1.33 CHF 50,000 10,000 50,087 3,691 55,324 CHF 4,793 CHF 98.70% 98.70%

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