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 6.90% 0.14 CHF 0.15 CHF 800,000 800,000 794,727 794,727 111,262 CHF 119,209 CHF 100.00% 100.00%
15/05/2024 7.19% 0.13 CHF 0.14 CHF 800,000 800,000 875,766 875,766 117,583 CHF 126,340 CHF 100.00% 100.00%
14/05/2024 6.95% 0.13 CHF 0.14 CHF 800,000 800,000 800,000 800,000 111,180 CHF 119,180 CHF 100.00% 100.00%
13/05/2024 6.89% 0.14 CHF 0.15 CHF 800,000 800,000 800,000 800,000 112,083 CHF 120,083 CHF 100.00% 100.00%
10/05/2024 6.44% 0.15 CHF 0.16 CHF 700,000 700,000 700,000 700,000 105,199 CHF 112,199 CHF 100.00% 100.00%
08/05/2024 5.80% 0.17 CHF 0.18 CHF 600,000 600,000 600,000 600,000 100,453 CHF 106,453 CHF 100.00% 100.00%
07/05/2024 5.34% 0.17 CHF 0.18 CHF 500,000 500,000 500,000 500,000 91,269 CHF 96,269 CHF 100.00% 100.00%
06/05/2024 5.08% 0.20 CHF 0.21 CHF 500,000 500,000 500,000 500,000 95,905 CHF 100,905 CHF 100.00% 100.00%
03/05/2024 5.08% 0.20 CHF 0.21 CHF 600,000 600,000 600,000 600,000 115,102 CHF 121,102 CHF 100.00% 100.00%
02/05/2024 5.21% 0.19 CHF 0.20 CHF 600,000 600,000 600,000 600,000 112,125 CHF 118,125 CHF 100.00% 100.00%

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