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 13.28% 0.07 CHF 0.08 CHF 380,197 50,000 405,444 50,000 28,672 CHF 4,046 CHF 95.60% 95.60%
15/05/2024 18.53% 0.05 CHF 0.06 CHF 498,537 50,000 496,379 49,712 24,732 CHF 2,980 CHF 81.76% 81.76%
14/05/2024 25.28% 0.05 CHF 0.06 CHF 500,000 50,000 486,926 49,312 17,774 CHF 2,298 CHF 90.82% 90.82%
13/05/2024 25.69% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 17,270 CHF 2,227 CHF 97.40% 97.40%
10/05/2024 28.31% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 15,203 CHF 2,020 CHF 100.00% 100.00%
08/05/2024 34.31% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 12,491 CHF 1,749 CHF 99.92% 99.92%
07/05/2024 40.00% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 10,000 CHF 1,500 CHF 96.44% 96.44%
06/05/2024 43.43% 0.01 CHF 0.02 CHF 500,000 50,000 497,614 49,874 10,432 CHF 1,570 CHF 98.83% 98.83%
03/05/2024 73.12% 0.02 CHF 0.04 CHF 25,000 25,000 25,000 25,000 415 CHF 868 CHF 98.64% 98.64%
02/05/2024 85.16% 0.01 CHF 0.03 CHF 25,000 25,000 25,000 25,000 319 CHF 767 CHF 99.13% 99.13%

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