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 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.53% 99.53%
15/05/2024 29.07% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,565 CHF 19,782 CHF 99.58% 99.58%
14/05/2024 39.08% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,808 CHF 15,404 CHF 97.57% 97.57%
13/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.24% 99.24%
10/05/2024 29.06% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 29,568 CHF 19,784 CHF 99.24% 99.24%
08/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 94.85% 94.85%
07/05/2024 39.94% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,054 CHF 15,027 CHF 98.80% 98.80%
06/05/2024 28.86% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 29,746 CHF 19,873 CHF 98.86% 98.86%
03/05/2024 30.49% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 28,322 CHF 19,161 CHF 98.42% 98.42%
02/05/2024 32.15% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 26,867 CHF 18,434 CHF 99.25% 99.25%

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