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 18.33% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,622 CHF 29,811 CHF 96.75% 96.75%
15/05/2024 15.80% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 58,575 CHF 34,287 CHF 98.71% 98.71%
14/05/2024 15.97% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 57,987 CHF 33,993 CHF 98.47% 98.47%
13/05/2024 22.21% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,033 CHF 25,017 CHF 94.71% 94.71%
10/05/2024 22.70% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,248 CHF 24,624 CHF 98.30% 98.30%
08/05/2024 23.20% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,463 CHF 24,232 CHF 96.60% 96.60%
07/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 97.58% 97.58%
06/05/2024 22.96% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,834 CHF 24,417 CHF 98.55% 98.55%
03/05/2024 25.02% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 35,589 CHF 22,794 CHF 98.73% 98.73%
02/05/2024 28.43% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,221 CHF 20,111 CHF 99.13% 99.13%

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