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
17/05/2024 50.53% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,620 2,971,620 44,574 CHF 74,354 CHF 99.33% 99.33%
16/05/2024 50.56% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,969,780 2,969,780 44,547 CHF 74,328 CHF 100.00% 100.00%
15/05/2024 50.67% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,964,260 2,964,260 44,464 CHF 74,246 CHF 100.00% 100.00%
14/05/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,930 2,971,930 44,579 CHF 74,372 CHF 99.70% 99.70%
13/05/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,900 2,971,900 44,579 CHF 74,360 CHF 100.00% 100.00%
10/05/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,930 2,971,930 44,579 CHF 74,361 CHF 100.00% 100.00%
08/05/2024 50.53% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,610 2,971,610 44,574 CHF 74,354 CHF 99.12% 99.12%
07/05/2024 50.53% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,450 2,971,450 44,572 CHF 74,353 CHF 99.77% 99.77%
06/05/2024 50.81% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,957,600 2,957,600 44,364 CHF 74,146 CHF 100.00% 100.00%
03/05/2024 42.06% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,971,970 2,971,970 57,064 CHF 86,846 CHF 100.00% 100.00%

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