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 18.48% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,736 CHF 29,868 CHF 99.03% 99.03%
15/05/2024 16.94% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 54,430 CHF 32,215 CHF 98.30% 98.30%
14/05/2024 16.01% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 57,762 CHF 33,881 CHF 99.53% 99.53%
13/05/2024 17.69% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 51,770 CHF 30,885 CHF 99.04% 99.04%
10/05/2024 16.33% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 56,603 CHF 33,301 CHF 99.49% 99.49%
08/05/2024 17.79% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 51,383 CHF 30,692 CHF 99.53% 99.53%
07/05/2024 15.44% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,803 CHF 34,901 CHF 99.56% 99.56%
06/05/2024 13.37% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 69,810 CHF 39,905 CHF 98.86% 98.86%
03/05/2024 13.36% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 69,884 CHF 39,942 CHF 98.00% 98.00%
02/05/2024 17.76% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 51,526 CHF 30,763 CHF 99.49% 99.49%

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