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 98.67% 98.67%
15/05/2024 26.34% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 33,517 CHF 21,758 CHF 98.61% 98.61%
14/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.42% 98.42%
13/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 94.23% 94.23%
10/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.91% 98.91%
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 99.09% 99.09%
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 97.79% 97.79%
06/05/2024 57.69% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,366 CHF 11,683 CHF 99.06% 99.06%
03/05/2024 47.28% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,269 CHF 13,635 CHF 99.09% 99.09%
02/05/2024 52.14% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,449 CHF 12,724 CHF 98.86% 98.86%

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