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 33.81% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,211,330 2,211,330 55,283 CHF 77,471 CHF 100.00% 100.00%
15/05/2024 29.08% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,021,540 2,021,540 60,646 CHF 80,956 CHF 100.00% 100.00%
14/05/2024 26.82% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,945,340 1,945,340 64,180 CHF 83,677 CHF 100.00% 100.00%
13/05/2024 28.22% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 1,930,270 1,930,270 61,033 CHF 80,375 CHF 100.00% 100.00%
10/05/2024 26.75% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 1,911,020 1,911,020 63,319 CHF 82,468 CHF 100.00% 100.00%
08/05/2024 25.37% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 1,822,960 1,822,960 63,804 CHF 82,072 CHF 99.14% 99.14%
07/05/2024 25.42% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 1,942,370 1,942,370 67,935 CHF 87,409 CHF 100.00% 100.00%
06/05/2024 25.30% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 1,755,390 1,755,390 61,808 CHF 79,397 CHF 100.00% 100.00%
03/05/2024 21.10% 0.04 CHF 0.05 CHF 2,662,300 2,662,300 1,499,010 1,499,010 63,767 CHF 78,785 CHF 100.00% 100.00%
02/05/2024 20.14% 0.05 CHF 0.06 CHF 2,583,000 2,583,000 1,418,590 1,418,590 65,048 CHF 79,261 CHF 100.00% 100.00%

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