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 111.77% 0.01 CHF 0.03 CHF 200,000 200,000 177,889 177,889 1,592 CHF 5,179 CHF 90.72% 90.72%
15/05/2024 96.88% 0.01 CHF 0.03 CHF 200,000 200,000 198,016 198,016 2,073 CHF 5,869 CHF 97.42% 97.42%
14/05/2024 96.25% 0.01 CHF 0.03 CHF 200,000 200,000 191,973 191,973 2,044 CHF 5,696 CHF 86.30% 86.30%
13/05/2024 82.12% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 2,655 CHF 6,354 CHF 85.01% 85.01%
10/05/2024 87.11% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 2,404 CHF 6,097 CHF 93.10% 93.10%
08/05/2024 88.24% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 2,340 CHF 6,025 CHF 100.00% 100.00%
07/05/2024 87.57% 0.01 CHF 0.03 CHF 200,000 200,000 199,894 200,000 2,378 CHF 6,062 CHF 98.35% 98.35%
06/05/2024 140.91% 0.00 CHF 0.03 CHF 200,000 200,000 200,000 200,000 941 CHF 5,400 CHF 100.00% 100.00%
03/05/2024 127.70% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 1,150 CHF 5,200 CHF 96.54% 96.54%
02/05/2024 111.11% 0.01 CHF 0.03 CHF 200,000 200,000 200,000 200,000 1,547 CHF 5,400 CHF 92.16% 92.16%

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