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 20.01% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 22,732 CHF 5,546 CHF 87.33% 87.33%
15/05/2024 22.40% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 99,752 20,000 CHF 4,995 CHF 97.11% 97.11%
14/05/2024 19.49% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 23,385 CHF 5,677 CHF 98.56% 98.56%
13/05/2024 18.18% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 25,000 CHF 6,000 CHF 96.50% 96.50%
10/05/2024 19.33% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 23,574 CHF 5,715 CHF 98.02% 98.02%
08/05/2024 22.54% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 19,746 CHF 4,949 CHF 99.74% 99.74%
07/05/2024 28.57% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,000 CHF 4,000 CHF 90.72% 90.72%
06/05/2024 27.17% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 16,105 CHF 4,221 CHF 97.92% 97.92%
03/05/2024 28.57% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,000 CHF 4,000 CHF 97.84% 97.84%
02/05/2024 28.57% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,000 CHF 4,000 CHF 99.41% 99.41%

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