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 4.82% 0.21 CHF 0.22 CHF 100,000 100,000 99,649 99,649 20,175 CHF 21,172 CHF 100.00% 100.00%
15/05/2024 5.09% 0.20 CHF 0.21 CHF 100,000 100,000 100,000 100,000 19,159 CHF 20,159 CHF 100.00% 100.00%
14/05/2024 4.84% 0.20 CHF 0.21 CHF 100,000 100,000 100,000 100,000 20,165 CHF 21,165 CHF 100.00% 100.00%
13/05/2024 5.13% 0.19 CHF 0.20 CHF 125,000 125,000 125,000 125,000 23,775 CHF 25,025 CHF 100.00% 100.00%
10/05/2024 4.93% 0.19 CHF 0.20 CHF 125,000 125,000 125,000 125,000 24,728 CHF 25,978 CHF 100.00% 100.00%
08/05/2024 5.13% 0.19 CHF 0.20 CHF 125,000 125,000 125,000 125,000 23,750 CHF 25,000 CHF 100.00% 100.00%
07/05/2024 5.27% 0.19 CHF 0.20 CHF 125,000 125,000 125,000 125,000 23,109 CHF 24,359 CHF 100.00% 100.00%
06/05/2024 5.12% 0.19 CHF 0.20 CHF 125,000 125,000 125,000 125,000 23,817 CHF 25,067 CHF 100.00% 100.00%
03/05/2024 4.79% 0.19 CHF 0.20 CHF 125,000 125,000 125,000 125,000 25,519 CHF 26,769 CHF 100.00% 100.00%
02/05/2024 5.48% 0.18 CHF 0.19 CHF 125,000 125,000 108,743 108,743 19,288 CHF 20,376 CHF 100.00% 100.00%

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