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
29/05/2024 3.32% 0.31 CHF 0.33 CHF 106,487 50,000 105,800 50,000 34,491 CHF 16,850 CHF 96.51% 96.51%
28/05/2024 3.80% 0.34 CHF 0.35 CHF 104,764 50,000 103,457 50,000 37,403 CHF 18,781 CHF 100.00% 100.00%
27/05/2024 4.56% 0.37 CHF 0.39 CHF 103,160 50,000 103,465 50,000 38,008 CHF 19,223 CHF 100.00% 100.00%
24/05/2024 6.20% 0.36 CHF 0.38 CHF 25,000 25,000 25,000 25,000 8,656 CHF 9,210 CHF 90.46% 90.46%
23/05/2024 6.31% 0.37 CHF 0.39 CHF 25,000 25,000 25,000 25,000 9,120 CHF 9,715 CHF 99.51% 99.51%
22/05/2024 7.68% 0.33 CHF 0.35 CHF 25,000 25,000 25,000 25,000 7,806 CHF 8,430 CHF 96.81% 96.81%
21/05/2024 6.17% 0.32 CHF 0.34 CHF 25,000 25,000 25,000 25,000 8,422 CHF 8,958 CHF 99.61% 99.61%
17/05/2024 7.08% 0.36 CHF 0.38 CHF 25,000 25,000 25,000 25,000 8,976 CHF 9,635 CHF 100.00% 100.00%
16/05/2024 5.02% 0.37 CHF 0.39 CHF 25,000 25,000 47,682 32,428 18,091 CHF 12,829 CHF 68.81% 68.81%
15/05/2024 3.50% 0.38 CHF 0.39 CHF 101,812 50,000 101,651 49,488 38,986 CHF 19,653 CHF 98.95% 98.95%

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