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 35.82% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 7,506 CHF 3,552 CHF 87.32% 87.32%
15/05/2024 43.39% 0.02 CHF 0.03 CHF 300,000 100,000 299,256 99,752 5,985 CHF 3,100 CHF 97.11% 97.11%
14/05/2024 33.24% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 8,039 CHF 3,712 CHF 98.56% 98.56%
13/05/2024 28.57% 0.03 CHF 0.04 CHF 300,000 100,000 300,000 100,000 9,000 CHF 4,000 CHF 96.49% 96.49%
10/05/2024 30.90% 0.03 CHF 0.04 CHF 300,000 100,000 300,000 100,000 8,520 CHF 3,856 CHF 98.02% 98.02%
08/05/2024 40.00% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 6,000 CHF 3,000 CHF 99.74% 99.74%
07/05/2024 40.00% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 6,000 CHF 3,000 CHF 90.72% 90.72%
06/05/2024 40.00% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 6,000 CHF 3,000 CHF 97.92% 97.92%
03/05/2024 40.00% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 6,000 CHF 3,000 CHF 97.83% 97.83%
02/05/2024 40.00% 0.02 CHF 0.03 CHF 300,000 100,000 300,000 100,000 6,000 CHF 3,000 CHF 99.41% 99.41%

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