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 39.50% 0.04 CHF 0.06 CHF 25,000 25,000 25,000 25,000 1,006 CHF 1,500 CHF 98.54% 98.54%
22/05/2024 22.12% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 20,121 CHF 2,512 CHF 91.28% 91.28%
21/05/2024 22.22% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 20,001 CHF 2,500 CHF 99.99% 99.99%
17/05/2024 22.09% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 20,165 CHF 2,516 CHF 97.36% 97.36%
16/05/2024 24.89% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 50,000 17,899 CHF 2,290 CHF 72.18% 72.18%
15/05/2024 23.90% 0.04 CHF 0.05 CHF 500,000 50,000 500,000 49,606 18,757 CHF 2,358 CHF 94.55% 94.55%
14/05/2024 29.69% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 14,515 CHF 1,951 CHF 97.77% 97.77%
13/05/2024 28.89% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 14,911 CHF 1,991 CHF 93.81% 93.81%
10/05/2024 29.01% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 14,806 CHF 1,981 CHF 81.55% 81.55%
08/05/2024 32.55% 0.03 CHF 0.04 CHF 500,000 50,000 500,000 50,000 13,266 CHF 1,827 CHF 97.89% 97.89%

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