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 119.10% 0.00 CHF 0.01 CHF 1,000,000 250,000 940,703 250,000 3,556 CHF 3,664 CHF 51.31% 51.31%
15/05/2024 144.07% 0.00 CHF 0.02 CHF 250,000 250,000 929,699 250,000 1,960 CHF 3,011 CHF 79.90% 79.90%
14/05/2024 108.03% 0.00 CHF 0.02 CHF 1,000,000 250,000 993,165 250,000 4,457 CHF 3,750 CHF 99.18% 99.18%
13/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,917 250,000 4,980 CHF 3,750 CHF 99.39% 99.39%
10/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,252 250,000 4,961 CHF 3,750 CHF 99.39% 99.39%
08/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,122 250,000 4,966 CHF 3,750 CHF 98.32% 98.32%
07/05/2024 85.34% 0.01 CHF 0.02 CHF 1,000,000 250,000 967,147 250,000 7,026 CHF 4,300 CHF 66.58% 66.58%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 987,655 250,000 9,877 CHF 5,000 CHF 99.22% 99.22%
03/05/2024 56.13% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,173 250,000 13,076 CHF 5,790 CHF 99.02% 99.02%
02/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,664 250,000 14,920 CHF 6,250 CHF 99.39% 99.39%

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