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 9.96% 0.10 CHF 0.11 CHF 500,000 500,000 531,200 422,284 50,618 CHF 45,189 CHF 99.86% 99.86%
15/05/2024 8.96% 0.11 CHF 0.12 CHF 475,000 475,000 481,783 481,783 51,397 CHF 56,215 CHF 100.00% 100.00%
14/05/2024 10.12% 0.11 CHF 0.12 CHF 475,000 475,000 541,307 389,567 50,850 CHF 41,358 CHF 99.78% 99.78%
13/05/2024 8.93% 0.10 CHF 0.11 CHF 500,000 500,000 479,713 468,265 51,347 CHF 54,968 CHF 100.00% 100.00%
10/05/2024 9.49% 0.10 CHF 0.11 CHF 500,000 500,000 502,750 475,767 50,503 CHF 52,749 CHF 100.00% 100.00%
08/05/2024 14.99% 0.07 CHF 0.08 CHF 850,000 425,000 822,075 419,299 50,720 CHF 30,072 CHF 100.00% 100.00%
07/05/2024 16.17% 0.07 CHF 0.08 CHF 775,000 400,000 894,364 455,360 50,838 CHF 30,447 CHF 99.84% 99.84%
06/05/2024 20.97% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,515 250,000 42,539 CHF 13,219 CHF 99.83% 99.83%
03/05/2024 19.78% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 341,290 45,807 CHF 19,345 CHF 100.00% 100.00%
02/05/2024 21.29% 0.05 CHF 0.06 CHF 1,000,000 250,000 998,075 257,810 42,058 CHF 13,487 CHF 100.00% 100.00%

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