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 113.94% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,801 CHF 6,900 CHF 95.41% 95.41%
15/05/2024 103.09% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,732 CHF 7,366 CHF 98.35% 98.35%
14/05/2024 84.71% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,863 CHF 8,432 CHF 98.68% 98.68%
13/05/2024 95.79% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,475 CHF 7,738 CHF 87.36% 87.36%
10/05/2024 99.56% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,050 CHF 7,525 CHF 99.53% 99.53%
08/05/2024 100.20% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,009 CHF 7,504 CHF 98.60% 98.60%
07/05/2024 84.24% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,892 CHF 8,446 CHF 99.21% 99.21%
06/05/2024 70.66% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,385 CHF 9,692 CHF 99.38% 99.38%
03/05/2024 62.22% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,096 CHF 10,548 CHF 99.43% 99.43%
02/05/2024 58.82% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,117 CHF 11,058 CHF 99.07% 99.07%

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