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 47.10% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,261 CHF 13,131 CHF 96.28% 96.28%
15/05/2024 37.24% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,931 CHF 15,966 CHF 98.67% 98.67%
14/05/2024 39.44% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,579 CHF 15,290 CHF 98.76% 98.76%
13/05/2024 56.39% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,771 CHF 11,386 CHF 94.69% 94.69%
10/05/2024 59.03% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,970 CHF 10,985 CHF 98.17% 98.17%
08/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 96.60% 96.60%
07/05/2024 56.28% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,791 CHF 11,396 CHF 97.58% 97.58%
06/05/2024 60.17% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,652 CHF 10,826 CHF 99.19% 99.19%
03/05/2024 64.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,521 CHF 10,260 CHF 98.72% 98.72%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.13% 99.13%

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