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 18.94% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 48,121 CHF 29,060 CHF 98.69% 98.69%
15/05/2024 18.32% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,065 CHF 30,032 CHF 98.20% 98.20%
14/05/2024 20.93% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 43,204 CHF 26,602 CHF 98.43% 98.43%
13/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,002 CHF 25,001 CHF 95.17% 95.17%
10/05/2024 19.21% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 47,449 CHF 28,725 CHF 98.94% 98.94%
08/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.07% 99.07%
07/05/2024 29.06% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,571 CHF 19,785 CHF 98.84% 98.84%
06/05/2024 39.95% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,044 CHF 15,022 CHF 98.01% 98.01%
03/05/2024 39.59% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,355 CHF 15,178 CHF 99.05% 99.05%
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 98.85% 98.85%

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