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
30/05/2024 119.26% 0.00 CHF 0.01 CHF 500,000 500,000 500,000 500,000 1,018 CHF 4,018 CHF 99.74% 99.74%
29/05/2024 123.76% 0.00 CHF 0.01 CHF 500,000 500,000 500,000 500,000 1,000 CHF 4,258 CHF 93.02% 93.02%
28/05/2024 103.41% 0.00 CHF 0.01 CHF 500,000 500,000 500,000 500,000 1,441 CHF 4,512 CHF 100.00% 100.00%
27/05/2024 97.94% 0.00 CHF 0.01 CHF 500,000 500,000 500,000 500,000 1,443 CHF 4,202 CHF 99.91% 99.91%
24/05/2024 120.00% 0.00 CHF 0.01 CHF 500,000 500,000 500,000 500,000 1,000 CHF 4,000 CHF 30.69% 30.69%
23/05/2024 96.57% 0.00 CHF 0.01 CHF 500,000 500,000 500,000 500,000 1,403 CHF 4,000 CHF 98.54% 98.54%
22/05/2024 111.58% 0.00 CHF 0.01 CHF 500,000 500,000 500,000 500,000 1,145 CHF 4,000 CHF 92.19% 92.19%
21/05/2024 117.19% 0.00 CHF 0.01 CHF 500,000 500,000 500,000 500,000 1,038 CHF 3,967 CHF 100.00% 100.00%
17/05/2024 115.11% 0.00 CHF 0.01 CHF 500,000 500,000 500,000 500,000 1,084 CHF 4,000 CHF 100.00% 100.00%
16/05/2024 96.73% 0.00 CHF 0.01 CHF 500,000 500,000 500,000 500,000 1,500 CHF 4,320 CHF 93.56% 93.56%

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