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 114.46% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 3,768 CHF 6,884 CHF 99.30% 99.30%
15/05/2024 84.47% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,045 CHF 8,523 CHF 99.17% 99.17%
14/05/2024 116.51% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 3,822 CHF 6,911 CHF 98.63% 98.63%
13/05/2024 154.61% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,688 CHF 5,844 CHF 99.05% 99.05%
10/05/2024 113.58% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,885 CHF 6,943 CHF 98.33% 98.33%
08/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 9.85% 99.03%
07/05/2024 45.21% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 18,047 CHF 14,024 CHF 99.02% 99.02%
06/05/2024 39.35% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,566 CHF 15,283 CHF 98.71% 98.71%
03/05/2024 39.88% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,102 CHF 15,051 CHF 98.69% 98.69%
02/05/2024 30.83% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 28,027 CHF 19,014 CHF 98.70% 98.70%

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