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 102.39% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,788 CHF 7,394 CHF 99.18% 99.18%
28/05/2024 79.70% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,592 CHF 8,796 CHF 94.71% 94.71%
27/05/2024 72.39% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,825 CHF 9,413 CHF 98.91% 98.91%
24/05/2024 80.39% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,467 CHF 8,734 CHF 98.02% 98.02%
23/05/2024 53.94% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,655 CHF 11,828 CHF 95.90% 95.90%
22/05/2024 52.93% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,899 CHF 11,949 CHF 99.55% 99.55%
21/05/2024 45.63% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,934 CHF 13,467 CHF 96.98% 96.98%
17/05/2024 31.50% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 27,441 CHF 18,721 CHF 98.55% 98.55%
16/05/2024 28.74% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,850 CHF 19,925 CHF 98.62% 98.62%
15/05/2024 39.59% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 20,362 CHF 15,181 CHF 99.55% 99.55%

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