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
22/05/2024 46.87% 0.01 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 8,182 CHF 6,591 CHF 99.00% 99.00%
21/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 98.75% 98.75%
17/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 97.71% 97.71%
16/05/2024 24.79% 0.02 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 17,706 CHF 11,353 CHF 98.69% 98.69%
15/05/2024 21.39% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,115 CHF 13,058 CHF 98.62% 98.62%
14/05/2024 23.65% 0.02 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 18,671 CHF 11,836 CHF 98.72% 98.72%
13/05/2024 25.36% 0.02 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 17,233 CHF 11,116 CHF 95.16% 95.16%
10/05/2024 22.57% 0.02 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 19,705 CHF 12,352 CHF 98.91% 98.91%
08/05/2024 39.06% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,322 CHF 7,661 CHF 99.08% 99.08%
07/05/2024 39.93% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,037 CHF 7,518 CHF 97.79% 97.79%

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