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
14/05/2024 67.53% 0.01 CHF 0.02 CHF 500,000 50,000 487,690 49,352 4,877 CHF 994 CHF 98.58% 98.58%
13/05/2024 65.47% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,225 CHF 1,023 CHF 100.00% 100.00%
10/05/2024 48.58% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 8,391 CHF 1,339 CHF 93.16% 93.16%
08/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 99.64% 99.64%
07/05/2024 57.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 6,687 CHF 1,169 CHF 92.49% 92.49%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 100.00% 100.00%
03/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 81.78% 96.17%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 1.50% 97.17%
30/04/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 84.92% 100.00%
29/04/2024 66.67% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,000 CHF 25.70% 100.00%

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