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 29.01% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,963,410 2,963,410 88,902 CHF 118,629 CHF 100.00% 100.00%
15/05/2024 26.10% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,950,940 2,950,940 100,631 CHF 130,280 CHF 100.00% 100.00%
14/05/2024 25.31% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,927,840 2,927,840 102,676 CHF 132,020 CHF 99.99% 99.99%
13/05/2024 25.08% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,959,760 2,959,760 105,138 CHF 134,798 CHF 100.00% 100.00%
10/05/2024 24.97% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,810,080 2,810,080 100,319 CHF 128,479 CHF 100.00% 100.00%
08/05/2024 24.89% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,907,240 2,907,240 103,703 CHF 132,839 CHF 98.98% 98.98%
07/05/2024 25.34% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,955,330 2,955,330 103,627 CHF 133,248 CHF 97.82% 97.82%
06/05/2024 23.13% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,763,020 2,763,020 107,443 CHF 135,132 CHF 100.00% 100.00%
03/05/2024 21.05% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,520,510 2,520,510 109,067 CHF 134,322 CHF 99.87% 99.87%
02/05/2024 18.48% 0.05 CHF 0.06 CHF 3,000,000 3,000,000 2,250,930 2,250,930 112,482 CHF 135,034 CHF 99.99% 99.99%

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