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
15/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.69% 99.69%
14/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.58% 99.58%
13/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.66% 98.66%
10/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.40% 99.40%
08/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 94.71% 94.71%
07/05/2024 22.20% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,067 CHF 25,033 CHF 98.02% 98.02%
06/05/2024 23.98% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 37,232 CHF 23,616 CHF 95.46% 95.46%
03/05/2024 22.47% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,616 CHF 24,808 CHF 98.31% 98.31%
02/05/2024 19.66% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 46,343 CHF 28,171 CHF 99.73% 99.73%
30/04/2024 19.24% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 47,384 CHF 28,692 CHF 98.49% 98.49%

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