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 49.90% 0.02 CHF 0.03 CHF 260,000 260,000 144,720 144,720 2,230 CHF 3,687 CHF 100.00% 100.00%
15/05/2024 56.69% 0.02 CHF 0.03 CHF 260,000 260,000 144,109 144,109 1,867 CHF 3,324 CHF 99.56% 99.56%
14/05/2024 60.71% 0.01 CHF 0.02 CHF 260,000 260,000 145,102 145,102 1,710 CHF 3,167 CHF 100.00% 100.00%
13/05/2024 66.21% 0.01 CHF 0.02 CHF 260,000 260,000 145,071 145,071 1,539 CHF 2,996 CHF 100.00% 100.00%
10/05/2024 47.58% 0.01 CHF 0.02 CHF 260,000 260,000 143,471 143,471 2,299 CHF 3,739 CHF 100.00% 100.00%
08/05/2024 66.38% 0.01 CHF 0.02 CHF 260,000 260,000 143,846 143,846 1,519 CHF 2,964 CHF 98.63% 98.63%
07/05/2024 64.52% 0.01 CHF 0.02 CHF 260,000 260,000 145,618 145,618 1,600 CHF 3,062 CHF 98.55% 98.55%
06/05/2024 58.47% 0.01 CHF 0.02 CHF 260,000 260,000 145,104 145,104 1,811 CHF 3,268 CHF 100.00% 100.00%
03/05/2024 54.87% 0.01 CHF 0.02 CHF 260,000 260,000 143,800 143,800 1,893 CHF 3,336 CHF 99.98% 99.98%
02/05/2024 54.33% 0.01 CHF 0.02 CHF 260,000 260,000 99,308 99,308 1,343 CHF 2,341 CHF 100.00% 100.00%

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