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 17.19% 0.06 CHF 0.07 CHF 500,000 100,000 500,000 100,000 26,772 CHF 6,354 CHF 93.06% 93.06%
15/05/2024 13.38% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 99,180 34,880 CHF 7,910 CHF 91.32% 91.32%
14/05/2024 13.57% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 34,438 CHF 7,888 CHF 95.18% 95.18%
13/05/2024 15.34% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 30,113 CHF 7,023 CHF 91.18% 91.18%
10/05/2024 18.01% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 25,343 CHF 6,069 CHF 85.61% 85.61%
08/05/2024 20.49% 0.05 CHF 0.06 CHF 500,000 100,000 500,000 100,000 22,144 CHF 5,429 CHF 94.11% 94.11%
07/05/2024 20.38% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 22,277 CHF 5,455 CHF 95.17% 95.17%
06/05/2024 22.01% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,258 CHF 5,052 CHF 94.58% 94.58%
03/05/2024 22.22% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 19,999 CHF 5,000 CHF 97.28% 97.28%
02/05/2024 23.81% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 18,748 CHF 4,750 CHF 99.13% 99.13%

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