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 13.29% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 70,298 CHF 40,149 CHF 95.42% 95.42%
15/05/2024 11.84% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 79,509 CHF 44,755 CHF 98.34% 98.34%
14/05/2024 10.56% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 89,694 CHF 49,847 CHF 98.74% 98.74%
13/05/2024 11.50% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 82,162 CHF 46,081 CHF 87.39% 87.39%
10/05/2024 13.20% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 70,881 CHF 40,440 CHF 99.49% 99.49%
08/05/2024 11.79% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 79,833 CHF 44,917 CHF 78.55% 98.69%
07/05/2024 11.72% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 80,329 CHF 45,164 CHF 99.19% 99.19%
06/05/2024 9.98% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 95,938 CHF 52,969 CHF 99.30% 99.30%
03/05/2024 8.88% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 419,562 107,818 CHF 49,280 CHF 99.22% 99.22%
02/05/2024 8.40% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 114,213 CHF 49,685 CHF 99.11% 99.11%

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