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 13.73% 0.09 CHF 0.10 CHF 30,000 30,000 30,000 30,000 2,448 CHF 2,808 CHF 100.00% 100.00%
16/05/2024 11.71% 0.10 CHF 0.11 CHF 30,000 30,000 29,965 29,965 2,903 CHF 3,263 CHF 100.00% 100.00%
15/05/2024 12.94% 0.09 CHF 0.10 CHF 30,000 30,000 29,945 29,945 2,616 CHF 2,976 CHF 99.99% 99.99%
14/05/2024 16.26% 0.06 CHF 0.08 CHF 30,000 30,000 29,983 29,983 2,039 CHF 2,399 CHF 99.98% 99.98%
13/05/2024 18.77% 0.07 CHF 0.08 CHF 30,000 30,000 30,000 30,000 1,801 CHF 2,161 CHF 100.00% 100.00%
10/05/2024 37.63% 0.03 CHF 0.05 CHF 30,000 30,000 29,999 29,999 867 CHF 1,227 CHF 100.00% 100.00%
08/05/2024 60.49% 0.01 CHF 0.02 CHF 30,000 30,000 32,449 32,449 379 CHF 705 CHF 99.25% 99.25%
07/05/2024 89.31% 0.01 CHF 0.02 CHF 40,000 40,000 39,931 39,931 309 CHF 799 CHF 97.36% 97.36%
06/05/2024 44.42% 0.02 CHF 0.03 CHF 40,000 40,000 40,000 40,000 704 CHF 1,104 CHF 100.00% 100.00%
03/05/2024 42.60% 0.02 CHF 0.03 CHF 40,000 40,000 40,000 40,000 747 CHF 1,147 CHF 99.97% 99.97%

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