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
15/05/2024 9.43% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 101,128 CHF 44,451 CHF 99.68% 99.68%
14/05/2024 9.52% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 100,044 CHF 44,018 CHF 99.59% 99.59%
13/05/2024 9.65% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 98,751 CHF 43,500 CHF 98.71% 98.71%
10/05/2024 9.58% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 99,450 CHF 43,780 CHF 99.37% 99.37%
08/05/2024 9.67% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 98,494 CHF 43,398 CHF 94.60% 94.60%
07/05/2024 10.24% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 418,700 92,975 CHF 43,060 CHF 98.02% 98.02%
06/05/2024 10.61% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 478,241 89,453 CHF 47,480 CHF 95.31% 95.31%
03/05/2024 10.36% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 491,927 91,749 CHF 49,987 CHF 98.61% 98.61%
02/05/2024 9.42% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 420,919 101,546 CHF 46,806 CHF 99.60% 99.60%
30/04/2024 8.97% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 413,234 106,774 CHF 48,128 CHF 98.46% 98.46%

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