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 98.08% 0.01 CHF 0.03 CHF 500,000 200,000 202,363 177,889 2,354 CHF 5,541 CHF 90.72% 90.72%
15/05/2024 87.18% 0.01 CHF 0.03 CHF 200,000 200,000 198,016 198,016 2,426 CHF 6,088 CHF 97.42% 97.42%
14/05/2024 89.69% 0.01 CHF 0.03 CHF 200,000 200,000 191,973 191,973 2,323 CHF 5,971 CHF 86.30% 86.30%
13/05/2024 75.78% 0.02 CHF 0.03 CHF 200,000 200,000 200,000 200,000 3,022 CHF 6,707 CHF 85.01% 85.01%
10/05/2024 80.08% 0.02 CHF 0.03 CHF 200,000 200,000 200,000 200,000 2,754 CHF 6,421 CHF 93.10% 93.10%
08/05/2024 80.79% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 2,665 CHF 6,272 CHF 100.00% 100.00%
07/05/2024 79.83% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 2,726 CHF 6,338 CHF 98.10% 98.10%
06/05/2024 128.99% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 1,170 CHF 5,400 CHF 100.00% 100.00%
03/05/2024 114.45% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 1,418 CHF 5,200 CHF 96.54% 96.54%
02/05/2024 98.19% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 1,909 CHF 5,573 CHF 92.16% 92.16%

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