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 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 295,265 100,000 2,953 CHF 2,000 CHF 56.65% 91.43%
15/05/2024 66.67% 0.01 CHF 0.01 CHF 300,000 100,000 292,885 98,179 2,929 CHF 1,964 CHF 40.85% 86.00%
14/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 299,999 100,000 3,000 CHF 2,000 CHF 67.01% 76.14%
13/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 241,100 100,000 2,411 CHF 2,000 CHF 35.29% 85.24%
10/05/2024 66.67% 0.01 CHF 0.01 CHF 300,000 100,000 289,847 100,000 2,898 CHF 2,000 CHF 43.15% 86.07%
08/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 299,999 100,000 3,000 CHF 2,000 CHF 51.95% 75.27%
07/05/2024 66.67% 0.01 CHF 0.02 CHF 100,000 100,000 239,059 100,000 2,391 CHF 2,000 CHF 51.51% 73.89%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 235,437 100,000 2,354 CHF 2,000 CHF 63.22% 77.40%
03/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 299,999 100,000 3,000 CHF 2,000 CHF 44.14% 94.92%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 290,800 100,000 2,908 CHF 2,000 CHF 39.91% 98.71%

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