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 - - CHF 0.01 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 98.55%
15/05/2024 66.67% 0.01 CHF 0.01 CHF 500,000 75,000 500,000 28,769 5,000 CHF 575 CHF 0.05% 92.34%
14/05/2024 - - CHF 0.01 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 79.23%
13/05/2024 - - CHF 0.01 CHF 0 75,000 0 0 0 CHF 0 CHF 0.00% 68.44%
10/05/2024 66.67% 0.01 CHF 0.01 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,500 CHF 10.24% 96.98%
08/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,500 CHF 96.36% 96.36%
07/05/2024 48.24% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 8,456 CHF 2,018 CHF 96.35% 96.35%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,500 CHF 97.40% 97.40%
03/05/2024 63.53% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,588 CHF 1,588 CHF 91.85% 91.85%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 75,000 500,000 75,000 5,000 CHF 1,500 CHF 95.56% 95.56%

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