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 59.65% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,788 CHF 10,894 CHF 88.41% 95.34%
15/05/2024 53.71% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,651 CHF 11,826 CHF 98.34% 98.34%
14/05/2024 45.14% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,201 CHF 13,600 CHF 98.70% 98.70%
13/05/2024 50.57% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,805 CHF 12,403 CHF 87.34% 87.34%
10/05/2024 55.97% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,880 CHF 11,440 CHF 99.53% 99.53%
08/05/2024 59.13% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 12,069 CHF 11,034 CHF 98.61% 98.61%
07/05/2024 48.52% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 15,637 CHF 12,818 CHF 99.21% 99.21%
06/05/2024 40.04% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 20,377 CHF 15,188 CHF 99.37% 99.37%
03/05/2024 34.06% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 25,197 CHF 17,598 CHF 99.49% 99.49%
02/05/2024 28.59% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,987 CHF 19,994 CHF 99.40% 99.40%

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