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 28.33% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,388 CHF 20,194 CHF 99.61% 99.61%
28/05/2024 22.25% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,956 CHF 24,978 CHF 99.72% 99.72%
27/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 96.87% 96.87%
24/05/2024 21.94% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,698 CHF 25,349 CHF 98.20% 98.20%
23/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 96.13% 96.13%
22/05/2024 26.69% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 32,962 CHF 21,481 CHF 96.45% 96.45%
21/05/2024 23.08% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,914 CHF 24,457 CHF 96.98% 96.98%
17/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 96.47% 96.47%
16/05/2024 22.66% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,304 CHF 24,652 CHF 99.12% 99.12%
15/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.69% 99.69%

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