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 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 96.56% 96.56%
15/05/2024 25.98% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 34,075 CHF 22,038 CHF 98.76% 98.76%
14/05/2024 27.20% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 32,154 CHF 21,077 CHF 98.50% 98.50%
13/05/2024 37.72% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 21,995 CHF 15,997 CHF 94.71% 94.71%
10/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.28% 98.28%
08/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 96.61% 96.61%
07/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 96.55% 96.55%
06/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.13% 98.13%
03/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.74% 98.74%
02/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.10% 99.10%

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