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 5.69% 0.35 CHF 0.37 CHF 150,000 25,000 142,186 25,000 50,859 CHF 9,469 CHF 99.02% 99.02%
15/05/2024 5.72% 0.35 CHF 0.37 CHF 150,000 25,000 149,189 24,952 51,995 CHF 9,210 CHF 98.90% 98.90%
14/05/2024 5.90% 0.32 CHF 0.34 CHF 160,000 25,000 167,491 25,000 51,477 CHF 8,156 CHF 100.00% 100.00%
13/05/2024 6.47% 0.28 CHF 0.30 CHF 180,000 25,000 184,817 25,000 50,982 CHF 7,361 CHF 100.00% 100.00%
10/05/2024 6.19% 0.28 CHF 0.30 CHF 180,000 50,000 181,764 50,000 51,669 CHF 15,128 CHF 100.00% 100.00%
08/05/2024 6.54% 0.26 CHF 0.28 CHF 200,000 25,000 198,422 25,000 51,734 CHF 6,962 CHF 98.83% 98.83%
07/05/2024 6.44% 0.27 CHF 0.29 CHF 190,000 25,000 191,844 25,000 51,427 CHF 7,150 CHF 97.02% 97.02%
06/05/2024 7.06% 0.26 CHF 0.28 CHF 200,000 50,000 200,013 50,000 51,317 CHF 13,768 CHF 100.00% 100.00%
03/05/2024 6.23% 0.25 CHF 0.27 CHF 200,000 50,000 200,296 50,000 50,974 CHF 13,543 CHF 97.92% 97.92%
02/05/2024 7.80% 0.22 CHF 0.24 CHF 230,000 50,000 225,522 50,000 50,592 CHF 12,134 CHF 99.40% 99.40%

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