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 31.67% 0.03 CHF 0.04 CHF 2,179,900 2,179,900 2,169,910 2,169,910 58,119 CHF 79,838 CHF 100.00% 100.00%
15/05/2024 28.69% 0.03 CHF 0.04 CHF 2,096,100 2,096,100 2,082,180 2,082,180 62,447 CHF 83,321 CHF 100.00% 100.00%
14/05/2024 28.93% 0.03 CHF 0.04 CHF 2,467,600 2,467,600 2,460,200 2,460,200 72,855 CHF 97,458 CHF 99.98% 99.98%
13/05/2024 33.33% 0.03 CHF 0.04 CHF 2,787,800 2,787,800 2,777,280 2,777,280 69,432 CHF 97,205 CHF 100.00% 100.00%
10/05/2024 35.28% 0.02 CHF 0.03 CHF 2,773,300 2,773,300 2,746,260 2,746,260 64,618 CHF 92,080 CHF 100.00% 100.00%
08/05/2024 39.32% 0.03 CHF 0.04 CHF 2,659,100 2,659,100 2,647,730 2,647,730 54,320 CHF 80,801 CHF 99.06% 99.06%
07/05/2024 33.33% 0.03 CHF 0.04 CHF 2,765,800 2,765,800 2,758,980 2,758,980 68,974 CHF 96,565 CHF 97.66% 97.66%
06/05/2024 36.09% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,560 2,987,560 68,493 CHF 98,369 CHF 100.00% 100.00%
03/05/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,987,640 2,987,640 59,753 CHF 89,629 CHF 100.00% 100.00%
02/05/2024 40.00% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,987,620 2,987,620 59,752 CHF 89,629 CHF 100.00% 100.00%

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