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 15.33% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,255 CHF 35,127 CHF 99.24% 99.24%
15/05/2024 15.87% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 58,254 CHF 34,127 CHF 99.61% 99.61%
14/05/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 97.58% 97.58%
13/05/2024 21.09% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 42,791 CHF 26,396 CHF 99.58% 99.58%
10/05/2024 15.75% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 58,684 CHF 34,342 CHF 99.27% 99.27%
08/05/2024 18.48% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,268 CHF 29,634 CHF 95.14% 95.14%
07/05/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 98.80% 98.80%
06/05/2024 18.16% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,078 CHF 30,039 CHF 98.52% 98.52%
03/05/2024 18.08% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,355 CHF 30,178 CHF 98.42% 98.42%
02/05/2024 18.16% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,078 CHF 30,039 CHF 99.27% 99.27%

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