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
16/05/2024 195.06% 0.00 CHF 0.08 CHF 150,000 150,000 473,396 150,000 473 CHF 12,000 CHF 52.08% 52.08%
15/05/2024 195.06% 0.00 CHF 0.08 CHF 500,000 150,000 485,079 145,847 485 CHF 11,668 CHF 94.60% 94.60%
14/05/2024 166.03% 0.00 CHF 0.08 CHF 500,000 150,000 494,652 148,512 3,802 CHF 11,881 CHF 86.14% 86.14%
13/05/2024 155.56% 0.01 CHF 0.08 CHF 500,000 150,000 500,000 150,000 5,000 CHF 12,000 CHF 81.85% 81.85%
10/05/2024 156.89% 0.01 CHF 0.08 CHF 500,000 150,000 484,841 145,781 4,832 CHF 11,662 CHF 95.51% 95.51%
08/05/2024 173.70% 0.01 CHF 0.08 CHF 500,000 150,000 500,000 150,000 2,933 CHF 12,000 CHF 95.58% 95.58%
07/05/2024 166.62% 0.01 CHF 0.08 CHF 500,000 150,000 500,000 150,000 3,739 CHF 12,000 CHF 99.30% 99.30%
06/05/2024 166.46% 0.01 CHF 0.08 CHF 500,000 150,000 500,000 150,000 3,758 CHF 12,000 CHF 99.57% 99.57%
03/05/2024 170.20% 0.00 CHF 0.08 CHF 500,000 150,000 500,000 150,000 3,332 CHF 12,000 CHF 88.72% 88.72%
02/05/2024 158.58% 0.00 CHF 0.08 CHF 500,000 150,000 497,349 149,262 4,652 CHF 11,941 CHF 76.23% 76.23%

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