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 5.79% 0.14 CHF 0.15 CHF 600,000 200,000 600,000 200,000 102,353 CHF 36,118 CHF 98.72% 98.72%
15/05/2024 4.25% 0.17 CHF 0.18 CHF 600,000 200,000 600,000 200,000 142,049 CHF 49,350 CHF 98.70% 98.70%
14/05/2024 5.59% 0.19 CHF 0.20 CHF 600,000 200,000 600,000 200,000 105,784 CHF 37,262 CHF 97.95% 98.80%
13/05/2024 4.85% 0.22 CHF 0.23 CHF 600,000 200,000 600,000 200,000 120,848 CHF 42,283 CHF 93.49% 93.49%
10/05/2024 5.09% 0.22 CHF 0.23 CHF 600,000 200,000 600,000 200,000 115,395 CHF 40,465 CHF 98.80% 98.80%
08/05/2024 4.27% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 137,569 CHF 47,856 CHF 98.72% 98.72%
07/05/2024 5.02% 0.21 CHF 0.22 CHF 600,000 200,000 600,000 200,000 117,349 CHF 41,116 CHF 98.72% 98.72%
06/05/2024 6.11% 0.14 CHF 0.16 CHF 600,000 200,000 600,000 200,000 95,792 CHF 33,931 CHF 98.78% 98.78%
03/05/2024 4.86% 0.21 CHF 0.22 CHF 600,000 200,000 600,000 200,000 120,584 CHF 42,195 CHF 98.74% 98.74%
02/05/2024 4.50% 0.19 CHF 0.20 CHF 600,000 200,000 600,000 200,000 130,824 CHF 45,608 CHF 98.75% 98.75%

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