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
23/05/2024 23.15% 0.13 CHF 0.16 CHF 60,000 60,000 60,000 60,000 6,469 CHF 8,149 CHF 100.00% 100.00%
22/05/2024 13.99% 0.17 CHF 0.20 CHF 60,000 60,000 60,000 60,000 11,175 CHF 12,855 CHF 100.00% 100.00%
21/05/2024 18.02% 0.15 CHF 0.17 CHF 60,000 60,000 59,967 59,967 8,495 CHF 10,175 CHF 99.59% 99.59%
17/05/2024 12.53% 0.22 CHF 0.25 CHF 60,000 60,000 60,000 60,000 12,594 CHF 14,277 CHF 100.00% 100.00%
16/05/2024 12.85% 0.22 CHF 0.25 CHF 60,000 60,000 59,914 59,914 12,257 CHF 13,938 CHF 100.00% 100.00%
15/05/2024 9.30% 0.27 CHF 0.30 CHF 60,000 60,000 59,892 59,892 18,573 CHF 20,373 CHF 100.00% 100.00%
14/05/2024 8.79% 0.32 CHF 0.35 CHF 60,000 60,000 60,000 60,000 19,598 CHF 21,398 CHF 99.81% 99.81%
13/05/2024 7.54% 0.38 CHF 0.41 CHF 60,000 60,000 60,000 60,000 22,967 CHF 24,767 CHF 100.00% 100.00%
10/05/2024 7.85% 0.39 CHF 0.42 CHF 60,000 60,000 60,000 60,000 22,055 CHF 23,855 CHF 100.00% 100.00%
08/05/2024 6.96% 0.41 CHF 0.44 CHF 60,000 60,000 60,000 60,000 24,982 CHF 26,782 CHF 99.77% 99.77%

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