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 6.36% 0.32 CHF 0.34 CHF 160,000 25,000 159,999 25,000 52,736 CHF 8,782 CHF 73.52% 73.52%
15/05/2024 6.16% 0.33 CHF 0.35 CHF 160,000 25,000 160,972 24,952 51,704 CHF 8,526 CHF 98.90% 98.90%
14/05/2024 6.21% 0.30 CHF 0.32 CHF 170,000 25,000 179,697 25,000 50,987 CHF 7,552 CHF 100.00% 100.00%
13/05/2024 7.20% 0.26 CHF 0.28 CHF 200,000 25,000 200,835 25,000 50,330 CHF 6,734 CHF 67.23% 67.23%
10/05/2024 6.38% 0.26 CHF 0.27 CHF 200,000 50,000 196,595 50,000 51,292 CHF 13,912 CHF 100.00% 100.00%
08/05/2024 7.69% 0.23 CHF 0.25 CHF 220,000 25,000 216,694 25,000 50,522 CHF 6,298 CHF 98.83% 98.83%
07/05/2024 7.60% 0.25 CHF 0.26 CHF 200,000 25,000 207,926 25,000 50,317 CHF 6,529 CHF 97.06% 97.06%
06/05/2024 7.34% 0.23 CHF 0.25 CHF 220,000 50,000 218,105 50,000 50,558 CHF 12,477 CHF 100.00% 100.00%
03/05/2024 7.19% 0.23 CHF 0.24 CHF 220,000 50,000 220,992 50,000 50,576 CHF 12,303 CHF 97.93% 97.93%
02/05/2024 7.54% 0.19 CHF 0.21 CHF 270,000 50,000 250,701 50,000 50,266 CHF 10,822 CHF 99.40% 99.40%

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