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 40.53% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,969,100 2,969,100 59,382 CHF 89,163 CHF 100.00% 100.00%
15/05/2024 40.74% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,957,210 2,957,210 59,144 CHF 88,926 CHF 100.00% 100.00%
14/05/2024 40.48% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,760 2,971,760 59,435 CHF 89,216 CHF 99.98% 99.98%
13/05/2024 48.44% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,880 2,971,880 47,692 CHF 77,473 CHF 100.00% 100.00%
10/05/2024 41.59% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,887,460 2,887,460 56,072 CHF 85,009 CHF 100.00% 100.00%
08/05/2024 40.53% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,970,620 2,970,620 59,368 CHF 89,140 CHF 95.77% 95.77%
07/05/2024 35.82% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,907,400 2,907,400 68,100 CHF 97,241 CHF 97.29% 97.29%
06/05/2024 33.66% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,978,560 2,978,560 74,464 CHF 104,297 CHF 98.41% 98.41%
03/05/2024 38.55% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,927,330 2,927,330 62,621 CHF 91,956 CHF 99.98% 99.98%
02/05/2024 34.95% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,947,140 2,947,140 71,010 CHF 100,543 CHF 100.00% 100.00%

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