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
17/06/2024 21.91% 0.05 CHF 0.06 CHF 750,000 250,000 748,172 249,391 30,508 CHF 12,663 CHF 99.36% 99.36%
14/06/2024 24.21% 0.05 CHF 0.06 CHF 750,000 250,000 883,368 300,540 32,783 CHF 14,116 CHF 99.18% 99.18%
13/06/2024 28.69% 0.03 CHF 0.04 CHF 1,000,000 400,000 987,206 387,206 29,725 CHF 15,494 CHF 99.57% 99.57%
12/06/2024 62.08% 0.03 CHF 0.04 CHF 1,000,000 400,000 1,000,000 494,250 11,907 CHF 10,748 CHF 97.57% 99.37%
11/06/2024 60.78% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 498,958 12,239 CHF 11,083 CHF 99.10% 99.10%
10/06/2024 66.15% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,194 CHF 10,097 CHF 98.76% 99.38%
07/06/2024 53.35% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 14,994 CHF 12,497 CHF 96.95% 99.40%
05/06/2024 30.13% 0.04 CHF 0.05 CHF 1,000,000 400,000 1,000,000 485,594 28,443 CHF 18,572 CHF 99.31% 99.31%
04/06/2024 32.79% 0.04 CHF 0.05 CHF 1,000,000 400,000 1,000,000 479,271 26,846 CHF 17,376 CHF 99.31% 99.31%
03/06/2024 82.63% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,432 CHF 8,716 CHF 92.39% 92.39%

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