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
23/05/2024 50.34% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,122 CHF 13,061 CHF 95.97% 95.97%
22/05/2024 30.73% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 28,107 CHF 19,054 CHF 99.36% 99.36%
21/05/2024 24.14% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 36,974 CHF 23,487 CHF 96.49% 96.49%
17/05/2024 26.70% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 32,952 CHF 21,476 CHF 99.59% 99.59%
16/05/2024 28.64% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,936 CHF 19,968 CHF 98.92% 98.92%
15/05/2024 31.66% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 27,298 CHF 18,649 CHF 98.84% 98.84%
14/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 97.57% 97.57%
13/05/2024 46.93% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,402 CHF 13,701 CHF 99.58% 99.58%
10/05/2024 27.12% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 32,782 CHF 21,391 CHF 99.38% 99.38%
08/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 95.14% 95.14%

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