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 300,000 100,000 299,536 99,884 2,995 CHF 1,998 CHF 89.71% 91.89%
15/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 297,318 99,106 2,973 CHF 1,982 CHF 83.76% 84.19%
14/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 300,000 100,000 3,000 CHF 2,000 CHF 76.24% 76.35%
13/05/2024 66.02% 0.02 CHF 0.03 CHF 300,000 100,000 299,995 100,000 3,073 CHF 2,024 CHF 25.91% 85.38%
10/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 299,995 100,000 3,000 CHF 2,000 CHF 61.81% 87.25%
08/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 300,000 100,000 3,000 CHF 2,000 CHF 49.63% 72.24%
07/05/2024 66.67% 0.01 CHF 0.01 CHF 300,000 100,000 300,000 100,000 3,000 CHF 2,000 CHF 44.30% 79.53%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 300,000 100,000 3,000 CHF 2,000 CHF 43.31% 80.12%
03/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 300,000 100,000 3,000 CHF 2,000 CHF 91.98% 96.37%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 300,000 100,000 300,000 100,000 3,000 CHF 2,000 CHF 84.97% 98.71%

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