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 34.11% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 25,161 CHF 17,581 CHF 97.90% 97.90%
15/05/2024 30.79% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,058 CHF 19,029 CHF 99.45% 99.45%
14/05/2024 28.78% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,819 CHF 19,910 CHF 99.54% 99.54%
13/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.03% 99.03%
10/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.46% 99.46%
08/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.48% 99.48%
07/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.56% 99.56%
06/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.86% 98.86%
03/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.11% 98.11%
02/05/2024 28.47% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,166 CHF 20,083 CHF 99.53% 99.53%

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