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
15/05/2024 8.51% 0.11 CHF 0.12 CHF 600,000 600,000 600,000 600,000 67,635 CHF 73,635 CHF 99.55% 99.55%
14/05/2024 8.38% 0.12 CHF 0.13 CHF 700,000 700,000 700,000 700,000 80,196 CHF 87,196 CHF 99.55% 99.55%
13/05/2024 9.59% 0.10 CHF 0.11 CHF 800,000 800,000 800,000 800,000 79,456 CHF 87,456 CHF 99.56% 99.56%
10/05/2024 10.55% 0.09 CHF 0.10 CHF 700,000 700,000 700,000 700,000 62,829 CHF 69,829 CHF 99.50% 99.50%
08/05/2024 10.60% 0.09 CHF 0.10 CHF 700,000 700,000 700,000 700,000 62,532 CHF 69,532 CHF 99.47% 99.47%
07/05/2024 10.10% 0.10 CHF 0.11 CHF 800,000 800,000 800,000 800,000 75,423 CHF 83,423 CHF 99.56% 99.56%
06/05/2024 10.58% 0.09 CHF 0.10 CHF 800,000 800,000 800,000 800,000 71,647 CHF 79,647 CHF 99.55% 99.55%
03/05/2024 11.04% 0.09 CHF 0.10 CHF 900,000 900,000 900,000 900,000 77,071 CHF 86,071 CHF 99.50% 99.50%
02/05/2024 11.50% 0.08 CHF 0.09 CHF 800,000 800,000 735,159 735,159 60,285 CHF 67,637 CHF 99.49% 99.49%
30/04/2024 10.03% 0.09 CHF 0.10 CHF 500,000 500,000 500,000 500,000 47,549 CHF 52,549 CHF 99.58% 99.58%

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