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
15/05/2024 14.38% 0.06 CHF 0.07 CHF 444,672 100,000 450,520 98,912 29,216 CHF 7,413 CHF 68.82% 79.03%
14/05/2024 14.43% 0.07 CHF 0.08 CHF 404,033 100,000 442,511 100,000 28,715 CHF 7,539 CHF 79.05% 79.05%
13/05/2024 17.46% 0.06 CHF 0.07 CHF 485,064 100,000 469,610 100,000 24,674 CHF 6,257 CHF 85.16% 85.16%
10/05/2024 21.67% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,756 CHF 5,151 CHF 90.60% 90.60%
08/05/2024 36.69% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 11,449 CHF 3,290 CHF 84.58% 84.58%
07/05/2024 36.37% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 11,588 CHF 3,318 CHF 82.05% 82.05%
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 92.86% 92.86%
03/05/2024 57.54% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 100,000 6,712 CHF 2,342 CHF 81.14% 81.14%
02/05/2024 66.56% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,021 CHF 2,004 CHF 97.54% 97.54%
30/04/2024 65.80% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,162 CHF 2,032 CHF 91.59% 91.59%

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