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 107.78% 0.01 CHF 0.02 CHF 140,000 140,000 139,819 139,819 839 CHF 2,799 CHF 100.00% 100.00%
15/05/2024 95.84% 0.01 CHF 0.02 CHF 140,000 140,000 139,759 139,759 991 CHF 2,799 CHF 99.93% 99.93%
14/05/2024 85.71% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,120 CHF 2,800 CHF 99.74% 99.74%
13/05/2024 85.71% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,120 CHF 2,800 CHF 100.00% 100.00%
10/05/2024 85.71% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,120 CHF 2,800 CHF 100.00% 100.00%
08/05/2024 66.68% 0.01 CHF 0.02 CHF 140,000 140,000 139,968 139,968 1,400 CHF 2,800 CHF 99.67% 99.67%
07/05/2024 58.88% 0.01 CHF 0.02 CHF 140,000 140,000 139,868 139,868 1,678 CHF 3,078 CHF 99.75% 99.75%
06/05/2024 52.54% 0.01 CHF 0.02 CHF 140,000 140,000 140,000 140,000 1,966 CHF 3,366 CHF 100.00% 100.00%
03/05/2024 47.74% 0.02 CHF 0.03 CHF 140,000 140,000 140,000 140,000 2,241 CHF 3,641 CHF 99.90% 99.90%
02/05/2024 39.78% 0.02 CHF 0.03 CHF 140,000 140,000 140,000 140,000 2,825 CHF 4,225 CHF 99.63% 99.63%

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