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 23.49% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,129 CHF 24,065 CHF 97.92% 97.92%
15/05/2024 22.27% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,936 CHF 24,968 CHF 98.30% 98.30%
14/05/2024 21.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 42,478 CHF 26,239 CHF 99.51% 99.51%
13/05/2024 21.92% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 40,759 CHF 25,380 CHF 99.03% 99.03%
10/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.47% 99.47%
08/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.49% 99.49%
07/05/2024 20.38% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 44,552 CHF 27,276 CHF 99.56% 99.56%
06/05/2024 18.17% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,038 CHF 30,019 CHF 98.85% 98.85%
03/05/2024 18.07% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,397 CHF 30,199 CHF 98.14% 98.14%
02/05/2024 22.00% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 40,561 CHF 25,281 CHF 99.50% 99.50%

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