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 32.75% 0.02 CHF 0.03 CHF 1,250,000 250,000 1,250,000 250,000 33,228 CHF 9,146 CHF 98.49% 98.49%
15/05/2024 25.66% 0.03 CHF 0.04 CHF 1,250,000 250,000 1,250,000 250,000 43,527 CHF 11,206 CHF 98.31% 98.31%
14/05/2024 19.97% 0.04 CHF 0.05 CHF 1,250,000 250,000 1,250,000 250,000 56,979 CHF 13,896 CHF 99.37% 99.37%
13/05/2024 32.48% 0.03 CHF 0.04 CHF 1,250,000 250,000 1,250,000 250,000 33,230 CHF 9,146 CHF 98.93% 98.93%
10/05/2024 38.88% 0.03 CHF 0.04 CHF 1,250,000 250,000 1,250,000 250,000 26,221 CHF 7,744 CHF 99.37% 99.37%
08/05/2024 28.47% 0.02 CHF 0.03 CHF 1,250,000 250,000 1,250,000 250,000 38,456 CHF 10,191 CHF 99.37% 99.37%
07/05/2024 22.86% 0.03 CHF 0.04 CHF 1,250,000 250,000 1,250,000 250,000 48,902 CHF 12,280 CHF 94.70% 94.70%
06/05/2024 19.92% 0.03 CHF 0.04 CHF 1,250,000 250,000 1,250,000 250,000 57,338 CHF 13,968 CHF 99.36% 99.36%
03/05/2024 17.98% 0.04 CHF 0.05 CHF 1,250,000 250,000 1,250,000 250,000 64,515 CHF 15,403 CHF 99.36% 99.36%
02/05/2024 14.16% 0.06 CHF 0.07 CHF 1,250,000 250,000 1,250,000 250,000 82,497 CHF 18,999 CHF 99.37% 99.37%

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