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 37.04% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,592 CHF 16,296 CHF 99.45% 99.45%
14/05/2024 38.74% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,103 CHF 15,551 CHF 99.58% 99.58%
13/05/2024 39.33% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,562 CHF 15,281 CHF 98.71% 98.71%
10/05/2024 32.63% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 26,448 CHF 18,224 CHF 99.72% 99.72%
08/05/2024 35.96% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 23,532 CHF 16,766 CHF 94.62% 94.62%
07/05/2024 35.75% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 23,179 CHF 16,590 CHF 98.01% 98.01%
06/05/2024 37.91% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 21,507 CHF 15,753 CHF 95.28% 95.28%
03/05/2024 33.34% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 25,828 CHF 17,914 CHF 98.29% 98.29%
02/05/2024 28.60% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,037 CHF 20,019 CHF 99.59% 99.59%
30/04/2024 28.61% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,968 CHF 19,984 CHF 98.62% 98.62%

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