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 6.73% 0.15 CHF 0.16 CHF 800,000 800,000 796,487 796,487 114,473 CHF 122,438 CHF 100.00% 100.00%
15/05/2024 6.56% 0.14 CHF 0.15 CHF 800,000 800,000 800,000 800,000 118,046 CHF 126,046 CHF 100.00% 100.00%
14/05/2024 6.23% 0.15 CHF 0.16 CHF 800,000 800,000 800,000 800,000 124,579 CHF 132,579 CHF 100.00% 100.00%
13/05/2024 6.46% 0.15 CHF 0.16 CHF 800,000 800,000 800,000 800,000 119,913 CHF 127,913 CHF 100.00% 100.00%
10/05/2024 6.45% 0.15 CHF 0.16 CHF 700,000 700,000 700,000 700,000 105,055 CHF 112,055 CHF 100.00% 100.00%
08/05/2024 6.05% 0.16 CHF 0.17 CHF 700,000 700,000 700,000 700,000 112,227 CHF 119,227 CHF 100.00% 100.00%
07/05/2024 5.71% 0.17 CHF 0.18 CHF 700,000 700,000 700,000 700,000 119,000 CHF 126,000 CHF 100.00% 100.00%
06/05/2024 5.68% 0.17 CHF 0.18 CHF 600,000 600,000 600,000 600,000 102,700 CHF 108,700 CHF 100.00% 100.00%
03/05/2024 5.40% 0.18 CHF 0.19 CHF 600,000 600,000 600,000 600,000 108,130 CHF 114,130 CHF 100.00% 100.00%
02/05/2024 5.24% 0.18 CHF 0.19 CHF 600,000 600,000 534,980 534,980 99,287 CHF 104,637 CHF 100.00% 100.00%

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