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 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,004 250,000 9,940 CHF 5,000 CHF 99.25% 99.25%
15/05/2024 66.63% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,713 250,000 9,958 CHF 5,003 CHF 99.39% 99.39%
14/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 985,739 250,000 9,857 CHF 5,000 CHF 99.17% 99.17%
13/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,134 250,000 9,961 CHF 5,000 CHF 99.39% 99.39%
10/05/2024 62.03% 0.01 CHF 0.02 CHF 1,000,000 250,000 990,598 250,000 11,250 CHF 5,348 CHF 99.38% 99.38%
08/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,401 250,000 14,901 CHF 6,250 CHF 99.39% 99.39%
07/05/2024 55.13% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,462 250,000 13,402 CHF 5,865 CHF 99.23% 99.23%
06/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 988,122 250,000 14,822 CHF 6,250 CHF 99.21% 99.21%
03/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,374 250,000 14,916 CHF 6,250 CHF 99.39% 99.39%
02/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,148 250,000 14,897 CHF 6,250 CHF 99.38% 99.38%

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