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 30.46% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 14,172 CHF 3,834 CHF 87.43% 87.43%
15/05/2024 26.06% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 99,180 16,981 CHF 4,355 CHF 91.32% 91.32%
14/05/2024 26.24% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 16,833 CHF 4,367 CHF 94.27% 94.27%
13/05/2024 29.74% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 14,534 CHF 3,907 CHF 90.97% 90.97%
10/05/2024 37.29% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 11,186 CHF 3,237 CHF 87.28% 87.28%
08/05/2024 43.77% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 9,526 CHF 2,905 CHF 90.16% 90.16%
07/05/2024 38.43% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,788 CHF 3,158 CHF 87.17% 87.17%
06/05/2024 40.00% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,000 CHF 92.36% 92.36%
03/05/2024 40.00% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,000 CHF 97.15% 97.15%
02/05/2024 41.18% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 9,778 CHF 2,956 CHF 98.71% 98.71%

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