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 163.53% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,134 CHF 5,567 CHF 99.48% 99.48%
14/05/2024 163.88% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,118 CHF 5,559 CHF 99.58% 99.58%
13/05/2024 166.44% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,009 CHF 5,505 CHF 98.62% 98.62%
10/05/2024 148.85% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,750 CHF 5,875 CHF 99.40% 99.40%
08/05/2024 145.69% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,890 CHF 5,945 CHF 94.63% 94.63%
07/05/2024 150.62% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,712 CHF 5,856 CHF 98.02% 98.02%
06/05/2024 153.14% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,580 CHF 5,790 CHF 95.46% 95.46%
03/05/2024 120.17% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,417 CHF 6,709 CHF 98.62% 98.62%
02/05/2024 100.33% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 5,032 CHF 7,516 CHF 99.60% 99.60%
30/04/2024 101.54% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,880 CHF 7,440 CHF 98.48% 98.48%

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