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
14/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 98.89% 98.89%
13/05/2024 85.59% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,031 250,000 7,120 CHF 4,290 CHF 99.17% 99.17%
10/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,954 250,000 4,985 CHF 3,750 CHF 96.47% 96.47%
08/05/2024 99.58% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,062 CHF 3,766 CHF 99.17% 99.17%
07/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,108 250,000 9,941 CHF 5,000 CHF 98.89% 98.89%
06/05/2024 67.03% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,497 250,000 9,880 CHF 4,986 CHF 98.99% 98.99%
03/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,512 250,000 9,965 CHF 5,000 CHF 98.45% 98.45%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,679 250,000 9,927 CHF 5,000 CHF 98.84% 98.84%
30/04/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,241 250,000 9,932 CHF 5,000 CHF 99.05% 99.05%
29/04/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 98.97% 98.97%

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