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 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,780 250,000 9,928 CHF 5,000 CHF 99.15% 99.15%
14/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 98.91% 98.91%
13/05/2024 66.40% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,046 250,000 10,021 CHF 5,020 CHF 99.17% 99.17%
10/05/2024 63.76% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,294 250,000 10,825 CHF 5,218 CHF 96.47% 96.47%
08/05/2024 64.51% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 10,649 CHF 5,162 CHF 99.15% 99.15%
07/05/2024 52.77% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,073 250,000 14,108 CHF 6,042 CHF 98.89% 98.89%
06/05/2024 50.57% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,523 250,000 14,731 CHF 6,207 CHF 98.99% 98.99%
03/05/2024 51.96% 0.02 CHF 0.03 CHF 1,000,000 250,000 996,655 250,000 14,361 CHF 6,103 CHF 98.44% 98.44%
02/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,905 250,000 14,894 CHF 6,250 CHF 98.81% 98.81%
30/04/2024 50.14% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,237 250,000 14,856 CHF 6,239 CHF 99.00% 99.00%

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