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
17/05/2024 98.22% 0.01 CHF 0.02 CHF 1,000,000 250,000 975,486 250,000 5,144 CHF 3,817 CHF 99.06% 99.06%
16/05/2024 68.32% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,064 250,000 9,693 CHF 4,938 CHF 99.25% 99.25%
15/05/2024 74.13% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,640 250,000 8,826 CHF 4,720 CHF 99.39% 99.39%
14/05/2024 63.70% 0.01 CHF 0.02 CHF 1,000,000 250,000 985,671 250,000 10,747 CHF 5,222 CHF 99.17% 99.17%
13/05/2024 98.91% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,150 250,000 5,145 CHF 3,791 CHF 99.38% 99.38%
10/05/2024 97.58% 0.01 CHF 0.02 CHF 1,000,000 250,000 990,555 250,000 5,311 CHF 3,842 CHF 99.37% 99.37%
08/05/2024 68.66% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,399 250,000 9,874 CHF 4,985 CHF 99.39% 99.39%
07/05/2024 28.64% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,540 250,000 29,861 CHF 9,999 CHF 99.24% 99.24%
06/05/2024 29.82% 0.03 CHF 0.04 CHF 1,000,000 250,000 988,094 250,000 28,367 CHF 9,682 CHF 99.21% 99.21%
03/05/2024 32.00% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,392 250,000 26,264 CHF 9,101 CHF 99.31% 99.31%

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