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 40.05% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 19,991 CHF 30,000 CHF 99.30% 99.30%
15/05/2024 40.81% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 19,865 CHF 30,000 CHF 98.93% 98.93%
14/05/2024 100.00% 0.01 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 10,000 CHF 30,000 CHF 97.44% 99.99%
13/05/2024 100.00% 0.01 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 10,000 CHF 30,000 CHF 100.00% 100.00%
10/05/2024 100.00% 0.01 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 10,000 CHF 30,000 CHF 100.00% 100.00%
08/05/2024 100.00% 0.01 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 10,000 CHF 30,000 CHF 100.00% 100.00%
07/05/2024 100.00% 0.01 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 10,000 CHF 30,000 CHF 96.44% 96.44%
06/05/2024 100.00% 0.01 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 10,000 CHF 30,000 CHF 100.00% 100.00%
03/05/2024 71.39% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 10,000 CHF 21,419 CHF 98.64% 98.64%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 10,000 CHF 20,000 CHF 99.13% 99.13%

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