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 5.14% 0.18 CHF 0.19 CHF 100,000 100,000 99,824 99,824 18,939 CHF 19,937 CHF 99.50% 99.50%
15/05/2024 5.14% 0.19 CHF 0.20 CHF 100,000 100,000 100,000 100,000 18,969 CHF 19,969 CHF 99.51% 99.51%
14/05/2024 4.88% 0.20 CHF 0.21 CHF 100,000 100,000 100,000 100,000 19,990 CHF 20,990 CHF 99.57% 99.57%
13/05/2024 4.81% 0.20 CHF 0.21 CHF 90,000 90,000 90,000 90,000 18,286 CHF 19,186 CHF 99.53% 99.53%
10/05/2024 4.56% 0.22 CHF 0.23 CHF 90,000 90,000 90,000 90,000 19,317 CHF 20,217 CHF 99.47% 99.47%
08/05/2024 5.00% 0.20 CHF 0.21 CHF 100,000 100,000 100,000 100,000 19,504 CHF 20,504 CHF 99.55% 99.55%
07/05/2024 5.16% 0.18 CHF 0.19 CHF 100,000 100,000 100,000 100,000 18,883 CHF 19,883 CHF 99.57% 99.57%
06/05/2024 4.83% 0.20 CHF 0.21 CHF 90,000 90,000 90,000 90,000 18,207 CHF 19,107 CHF 99.52% 99.52%
03/05/2024 4.69% 0.21 CHF 0.22 CHF 90,000 90,000 90,000 90,000 18,766 CHF 19,666 CHF 99.52% 99.52%
02/05/2024 4.43% 0.22 CHF 0.23 CHF 90,000 90,000 83,521 83,521 18,445 CHF 19,280 CHF 99.34% 99.43%

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