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 2.61% 0.51 CHF 0.53 CHF 100,000 25,000 94,831 25,000 52,785 CHF 14,320 CHF 99.25% 99.25%
15/05/2024 2.71% 0.55 CHF 0.57 CHF 100,000 25,000 97,802 24,952 53,419 CHF 14,019 CHF 98.73% 98.73%
14/05/2024 2.72% 0.58 CHF 0.59 CHF 90,000 25,000 91,238 25,000 52,137 CHF 14,690 CHF 95.83% 95.83%
13/05/2024 2.44% 0.58 CHF 0.59 CHF 90,000 25,000 92,195 25,000 52,692 CHF 14,668 CHF 91.37% 91.37%
10/05/2024 2.58% 0.57 CHF 0.58 CHF 90,000 25,000 80,317 23,703 48,319 CHF 14,615 CHF 100.00% 100.00%
08/05/2024 2.07% 0.77 CHF 0.79 CHF 70,000 25,000 68,589 25,000 55,607 CHF 20,706 CHF 100.00% 100.00%
07/05/2024 2.10% 0.83 CHF 0.85 CHF 70,000 25,000 69,869 25,000 55,008 CHF 20,103 CHF 97.06% 97.06%
06/05/2024 1.75% 0.84 CHF 0.86 CHF 60,000 25,000 60,000 25,000 52,824 CHF 22,399 CHF 96.91% 96.91%
03/05/2024 1.69% 0.92 CHF 0.94 CHF 60,000 25,000 60,000 25,000 54,564 CHF 23,123 CHF 97.92% 97.92%
02/05/2024 1.69% 0.92 CHF 0.94 CHF 60,000 50,000 60,000 50,000 55,383 CHF 46,939 CHF 99.40% 99.40%

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