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 18.89% 0.04 CHF 0.05 CHF 1,000,000 250,000 976,678 417,014 47,264 CHF 24,894 CHF 99.24% 99.24%
15/05/2024 19.08% 0.05 CHF 0.06 CHF 1,000,000 500,000 987,506 405,148 47,161 CHF 23,825 CHF 99.38% 99.38%
14/05/2024 14.47% 0.06 CHF 0.07 CHF 925,000 475,000 784,351 403,849 50,253 CHF 29,927 CHF 96.44% 96.44%
13/05/2024 22.05% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,991 250,000 40,301 CHF 12,625 CHF 99.39% 99.39%
10/05/2024 21.26% 0.04 CHF 0.05 CHF 1,000,000 250,000 989,526 250,000 41,745 CHF 13,041 CHF 99.39% 99.39%
08/05/2024 29.56% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 28,989 CHF 9,747 CHF 99.39% 99.39%
07/05/2024 28.63% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,128 250,000 29,757 CHF 9,983 CHF 99.25% 99.25%
06/05/2024 31.08% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,439 250,000 27,194 CHF 9,340 CHF 99.21% 99.21%
03/05/2024 28.39% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,009 250,000 30,042 CHF 10,063 CHF 99.39% 99.39%
02/05/2024 32.34% 0.03 CHF 0.04 CHF 1,000,000 250,000 984,463 250,000 25,652 CHF 9,010 CHF 99.38% 99.38%

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