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 61.05% 0.01 CHF 0.02 CHF 1,000,000 500,000 977,565 449,322 12,933 CHF 9,998 CHF 98.15% 98.15%
28/05/2024 33.60% 0.03 CHF 0.04 CHF 900,000 300,000 885,095 337,573 25,614 CHF 12,533 CHF 97.74% 97.74%
27/05/2024 80.03% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,652 CHF 9,326 CHF 97.83% 97.83%
24/05/2024 127.11% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,026 CHF 6,513 CHF 98.45% 98.45%
23/05/2024 81.45% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 8,077 CHF 9,038 CHF 94.76% 94.76%
22/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 24.86% 98.33%
21/05/2024 64.12% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,955 CHF 10,478 CHF 95.44% 95.44%
17/05/2024 28.49% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 499,697 30,129 CHF 20,049 CHF 97.14% 97.14%
16/05/2024 24.55% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 468,272 36,016 CHF 21,438 CHF 96.43% 96.43%
15/05/2024 17.02% 0.04 CHF 0.05 CHF 1,000,000 400,000 999,931 399,931 54,331 CHF 25,729 CHF 99.12% 99.12%

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