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 71.49% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,023 CHF 9,511 CHF 99.47% 99.47%
15/05/2024 71.26% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,079 CHF 9,540 CHF 99.72% 99.72%
14/05/2024 62.33% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,080 CHF 10,540 CHF 99.28% 99.28%
13/05/2024 65.26% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,339 CHF 10,169 CHF 99.02% 99.02%
10/05/2024 55.23% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,135 CHF 11,567 CHF 98.28% 98.28%
08/05/2024 49.45% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 15,578 CHF 12,789 CHF 99.55% 99.55%
07/05/2024 53.51% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 13,750 CHF 11,875 CHF 99.65% 99.65%
06/05/2024 53.13% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,862 CHF 11,931 CHF 99.58% 99.58%
03/05/2024 49.33% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 15,355 CHF 12,678 CHF 99.44% 99.44%
02/05/2024 55.27% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,120 CHF 11,560 CHF 99.09% 99.09%

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