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 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 99.40% 99.40%
28/05/2024 13.94% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 67,310 CHF 38,655 CHF 99.27% 99.27%
27/05/2024 13.33% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 497,271 70,000 CHF 39,782 CHF 98.65% 98.65%
24/05/2024 12.20% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,000 77,234 CHF 34,894 CHF 99.36% 99.36%
23/05/2024 10.58% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,000 89,600 CHF 39,840 CHF 95.77% 95.77%
22/05/2024 10.53% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 90,000 CHF 40,000 CHF 99.39% 99.39%
21/05/2024 10.61% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 89,323 CHF 39,729 CHF 96.64% 96.64%
17/05/2024 10.65% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,000 89,032 CHF 39,613 CHF 99.33% 99.33%
16/05/2024 11.57% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 81,593 CHF 36,637 CHF 99.32% 99.32%
15/05/2024 11.82% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,000 79,641 CHF 35,856 CHF 99.31% 99.31%

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