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 26.82% 0.04 CHF 0.05 CHF 500,000 200,000 410,721 177,680 14,759 CHF 8,085 CHF 90.96% 90.96%
15/05/2024 24.35% 0.04 CHF 0.04 CHF 500,000 200,000 495,848 198,016 16,212 CHF 8,264 CHF 97.42% 97.42%
14/05/2024 46.21% 0.03 CHF 0.05 CHF 500,000 200,000 467,891 191,973 14,113 CHF 9,172 CHF 86.30% 86.30%
13/05/2024 21.61% 0.04 CHF 0.04 CHF 500,000 200,000 500,000 200,000 17,464 CHF 8,678 CHF 85.01% 85.01%
10/05/2024 24.42% 0.04 CHF 0.04 CHF 500,000 200,000 500,000 200,000 16,485 CHF 8,433 CHF 93.10% 93.10%
08/05/2024 25.02% 0.03 CHF 0.04 CHF 500,000 200,000 500,000 200,000 16,149 CHF 8,327 CHF 100.00% 100.00%
07/05/2024 22.13% 0.03 CHF 0.04 CHF 500,000 200,000 500,000 200,000 16,583 CHF 8,283 CHF 97.69% 97.69%
06/05/2024 21.00% 0.03 CHF 0.04 CHF 500,000 200,000 500,000 200,000 17,572 CHF 8,675 CHF 100.00% 100.00%
03/05/2024 20.47% 0.04 CHF 0.04 CHF 500,000 200,000 500,000 200,000 17,554 CHF 8,622 CHF 96.55% 96.55%
02/05/2024 28.70% 0.03 CHF 0.05 CHF 500,000 200,000 500,000 200,000 16,345 CHF 8,764 CHF 92.16% 92.16%

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