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 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 95.24% 95.24%
15/05/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.33% 98.33%
14/05/2024 166.45% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,009 CHF 5,504 CHF 98.74% 98.74%
13/05/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 87.38% 87.38%
10/05/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.49% 99.49%
08/05/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.62% 98.62%
07/05/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.20% 99.20%
06/05/2024 142.81% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,073 CHF 6,036 CHF 99.40% 99.40%
03/05/2024 142.81% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,029 CHF 6,015 CHF 99.23% 99.23%
02/05/2024 160.26% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,303 CHF 5,651 CHF 99.12% 99.12%

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