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
29/05/2024 125.26% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 1,289 CHF 5,600 CHF 95.34% 95.34%
28/05/2024 128.34% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 1,224 CHF 5,600 CHF 100.00% 100.00%
27/05/2024 129.89% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 1,190 CHF 5,600 CHF 97.28% 97.28%
24/05/2024 144.60% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 934 CHF 5,800 CHF 89.25% 91.68%
23/05/2024 134.87% 0.00 CHF 0.03 CHF 200,000 200,000 200,000 200,000 1,092 CHF 5,600 CHF 97.97% 97.97%
22/05/2024 142.64% 0.00 CHF 0.03 CHF 200,000 200,000 200,000 200,000 973 CHF 5,800 CHF 90.59% 90.59%
21/05/2024 151.45% 0.01 CHF 0.03 CHF 200,000 200,000 148,974 148,974 745 CHF 4,420 CHF 100.00% 100.00%
17/05/2024 119.86% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 1,455 CHF 5,800 CHF 100.00% 100.00%
16/05/2024 126.04% 0.01 CHF 0.03 CHF 200,000 200,000 177,127 177,127 1,266 CHF 5,034 CHF 91.61% 91.61%
15/05/2024 103.48% 0.01 CHF 0.03 CHF 200,000 200,000 198,016 198,016 1,841 CHF 5,677 CHF 97.42% 97.42%

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