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
23/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 96.07% 96.07%
22/05/2024 38.09% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,674 CHF 15,837 CHF 99.59% 99.59%
21/05/2024 26.22% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 33,705 CHF 21,853 CHF 96.96% 96.96%
17/05/2024 20.32% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 44,719 CHF 27,360 CHF 99.60% 99.60%
16/05/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,992 CHF 29,996 CHF 99.54% 99.54%
15/05/2024 18.95% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 48,111 CHF 29,055 CHF 99.72% 99.72%
14/05/2024 16.14% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 57,288 CHF 33,644 CHF 99.17% 99.17%
13/05/2024 17.50% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 52,429 CHF 31,215 CHF 99.02% 99.02%
10/05/2024 14.74% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 63,167 CHF 36,583 CHF 97.98% 97.98%
08/05/2024 13.48% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 69,294 CHF 39,647 CHF 99.56% 99.56%

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