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
23/05/2024 45.93% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,792 CHF 13,396 CHF 95.99% 95.99%
22/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.45% 99.45%
21/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 96.88% 96.88%
17/05/2024 22.43% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,665 CHF 24,833 CHF 99.02% 99.02%
16/05/2024 23.54% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,258 CHF 24,129 CHF 99.04% 99.04%
15/05/2024 21.24% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 42,425 CHF 26,213 CHF 99.43% 99.43%
14/05/2024 19.55% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 46,610 CHF 28,305 CHF 99.51% 99.51%
13/05/2024 21.54% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 41,696 CHF 25,848 CHF 99.02% 99.02%
10/05/2024 20.69% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 43,793 CHF 26,896 CHF 99.47% 99.47%
08/05/2024 22.04% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,447 CHF 25,223 CHF 99.51% 99.51%

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