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 4.85% 0.20 CHF 0.21 CHF 500,000 500,000 499,281 499,281 100,995 CHF 105,995 CHF 100.00% 100.00%
15/05/2024 5.21% 0.19 CHF 0.20 CHF 500,000 500,000 499,119 499,119 94,090 CHF 99,090 CHF 100.00% 100.00%
14/05/2024 4.73% 0.19 CHF 0.20 CHF 500,000 500,000 500,000 500,000 103,425 CHF 108,425 CHF 100.00% 100.00%
13/05/2024 4.48% 0.22 CHF 0.23 CHF 500,000 500,000 500,000 500,000 109,136 CHF 114,136 CHF 100.00% 100.00%
10/05/2024 3.92% 0.23 CHF 0.24 CHF 500,000 500,000 500,000 500,000 125,301 CHF 130,301 CHF 100.00% 100.00%
08/05/2024 4.87% 0.22 CHF 0.23 CHF 500,000 500,000 500,000 500,000 100,362 CHF 105,362 CHF 99.63% 99.63%
07/05/2024 4.26% 0.22 CHF 0.23 CHF 500,000 500,000 500,000 500,000 115,144 CHF 120,144 CHF 100.00% 100.00%
06/05/2024 4.04% 0.24 CHF 0.25 CHF 500,000 500,000 500,000 500,000 121,414 CHF 126,414 CHF 100.00% 100.00%
03/05/2024 4.02% 0.23 CHF 0.24 CHF 500,000 500,000 500,000 500,000 122,068 CHF 127,068 CHF 99.98% 99.98%
02/05/2024 3.76% 0.24 CHF 0.25 CHF 500,000 500,000 500,000 500,000 130,676 CHF 135,676 CHF 100.00% 100.00%

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