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 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 989,592 250,000 4,948 CHF 3,750 CHF 98.70% 98.70%
28/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 98.97% 98.97%
27/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 972,136 250,000 4,861 CHF 3,750 CHF 41.10% 41.10%
24/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 988,482 250,000 4,942 CHF 3,750 CHF 98.67% 98.67%
23/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 989,579 250,000 4,948 CHF 3,750 CHF 88.26% 88.26%
22/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,813 250,000 4,964 CHF 3,750 CHF 97.66% 97.66%
21/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,521 250,000 4,963 CHF 3,750 CHF 99.12% 99.12%
17/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 998,004 250,000 4,990 CHF 3,750 CHF 98.83% 98.83%
16/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 990,359 250,000 4,952 CHF 3,750 CHF 99.01% 99.01%
15/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,354 250,000 4,962 CHF 3,750 CHF 99.10% 99.10%

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