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
13/05/2024 115.79% 0.00 CHF 0.02 CHF 250,000 250,000 940,964 250,000 3,764 CHF 3,750 CHF 76.14% 76.14%
10/05/2024 129.26% 0.00 CHF 0.02 CHF 250,000 250,000 855,907 250,000 2,664 CHF 3,398 CHF 51.07% 51.07%
08/05/2024 124.19% 0.00 CHF 0.02 CHF 1,000,000 250,000 988,944 250,000 3,446 CHF 3,509 CHF 90.50% 90.50%
07/05/2024 103.17% 0.00 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 4,799 CHF 3,750 CHF 100.00% 100.00%
06/05/2024 97.51% 0.01 CHF 0.02 CHF 1,000,000 250,000 997,104 250,000 5,346 CHF 3,843 CHF 100.00% 100.00%
03/05/2024 68.48% 0.01 CHF 0.02 CHF 250,000 250,000 955,336 250,000 9,297 CHF 4,932 CHF 95.85% 95.85%
02/05/2024 66.15% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,156 CHF 5,039 CHF 100.00% 100.00%
30/04/2024 66.33% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 10,102 CHF 5,026 CHF 100.00% 100.00%
29/04/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 100.00% 100.00%
26/04/2024 53.42% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 13,973 CHF 5,993 CHF 99.86% 99.86%

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