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 115.79% 0.00 CHF 0.02 CHF 1,000,000 250,000 989,486 250,000 3,958 CHF 3,750 CHF 99.07% 99.07%
22/05/2024 115.79% 0.00 CHF 0.02 CHF 1,000,000 250,000 995,301 250,000 3,981 CHF 3,750 CHF 97.86% 97.86%
21/05/2024 115.79% 0.00 CHF 0.02 CHF 1,000,000 250,000 976,463 250,000 3,906 CHF 3,750 CHF 99.39% 99.39%
17/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.04% 99.04%
16/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.23% 99.23%
15/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,330 250,000 4,962 CHF 3,750 CHF 99.39% 99.39%
14/05/2024 99.99% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,001 CHF 3,750 CHF 99.15% 99.15%
13/05/2024 108.01% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,001 250,000 4,463 CHF 3,750 CHF 99.39% 99.39%
10/05/2024 110.75% 0.00 CHF 0.02 CHF 1,000,000 250,000 981,231 250,000 4,236 CHF 3,750 CHF 99.38% 99.38%
08/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.39% 99.39%

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