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 24.55% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 468,272 36,016 CHF 21,438 CHF 96.43% 96.43%
15/05/2024 17.02% 0.04 CHF 0.05 CHF 1,000,000 400,000 999,931 399,931 54,331 CHF 25,729 CHF 99.12% 99.12%
14/05/2024 16.87% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 408,580 56,012 CHF 26,807 CHF 98.48% 98.48%
13/05/2024 35.14% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 23,819 CHF 16,910 CHF 94.71% 94.71%
10/05/2024 44.15% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,816 CHF 13,908 CHF 98.36% 98.36%
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 96.59% 96.59%
07/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 97.58% 97.58%
06/05/2024 32.58% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 26,493 CHF 18,246 CHF 97.42% 97.42%
03/05/2024 39.73% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,237 CHF 15,119 CHF 98.73% 98.73%
02/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.11% 99.11%

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