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 45.33% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 5,889 CHF 3,100 CHF 87.32% 87.32%
15/05/2024 100.31% 0.02 CHF 0.03 CHF 300,000 100,000 299,256 99,752 3,100 CHF 3,092 CHF 97.11% 97.11%
14/05/2024 102.44% 0.01 CHF 0.03 CHF 300,000 100,000 300,000 100,000 3,000 CHF 3,100 CHF 98.56% 98.56%
13/05/2024 98.70% 0.01 CHF 0.03 CHF 300,000 100,000 300,000 100,000 3,189 CHF 3,100 CHF 96.49% 96.49%
10/05/2024 92.36% 0.01 CHF 0.03 CHF 300,000 100,000 300,000 100,000 3,510 CHF 3,100 CHF 98.02% 98.02%
08/05/2024 92.04% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 3,398 CHF 3,000 CHF 99.74% 99.74%
07/05/2024 100.00% 0.01 CHF 0.03 CHF 300,000 100,000 300,000 100,000 3,000 CHF 3,000 CHF 90.72% 90.72%
06/05/2024 100.00% 0.01 CHF 0.03 CHF 300,000 100,000 300,000 100,000 3,000 CHF 3,000 CHF 97.92% 97.92%
03/05/2024 66.59% 0.01 CHF 0.03 CHF 100,000 100,000 290,563 100,000 4,576 CHF 3,000 CHF 68.49% 68.49%
02/05/2024 49.80% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 5,510 CHF 3,000 CHF 99.41% 99.41%

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