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 - - CHF 0.02 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 75.97%
28/05/2024 - - CHF 0.02 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 75.25%
27/05/2024 - - CHF 0.02 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 46.70%
24/05/2024 - - CHF 0.02 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 61.72%
23/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,500 CHF 0.00% 55.86%
22/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,500 CHF 4.78% 64.76%
21/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,500 CHF 12.38% 59.10%
17/05/2024 66.30% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,069 CHF 1,510 CHF 55.29% 58.73%
16/05/2024 54.66% 0.02 CHF 0.03 CHF 500,000 75,000 493,255 75,000 7,117 CHF 1,838 CHF 49.49% 49.49%
15/05/2024 66.65% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 74,034 5,004 CHF 1,481 CHF 70.41% 72.11%

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