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
21/10/2019 34.84% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 12,257 CHF 3,451 CHF 95.36% 95.36%
18/10/2019 34.08% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 12,590 CHF 3,518 CHF 98.88% 98.88%
17/10/2019 28.59% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 14,992 CHF 3,998 CHF 98.35% 98.35%
16/10/2019 32.89% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 13,109 CHF 3,622 CHF 87.79% 87.79%
15/10/2019 37.08% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 11,277 CHF 3,255 CHF 99.70% 99.70%
14/10/2019 35.19% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 12,106 CHF 3,421 CHF 99.76% 99.76%
11/10/2019 32.64% 0.03 CHF 0.04 CHF 500,000 100,000 499,577 99,947 13,249 CHF 3,651 CHF 98.58% 99.26%
10/10/2019 40.04% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 9,992 CHF 2,998 CHF 100.00% 100.00%
09/10/2019 44.67% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 9,125 CHF 2,825 CHF 99.58% 99.58%
08/10/2019 50.36% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 8,057 CHF 2,611 CHF 99.29% 99.29%

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