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 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,357 250,000 4,962 CHF 3,750 CHF 99.24% 99.24%
15/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,092 250,000 4,965 CHF 3,750 CHF 99.39% 99.39%
14/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.17% 99.17%
13/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,668 250,000 4,973 CHF 3,750 CHF 99.39% 99.39%
10/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 987,035 250,000 4,935 CHF 3,750 CHF 99.39% 99.39%
08/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.38% 99.38%
07/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,857 250,000 4,969 CHF 3,750 CHF 99.23% 99.23%
06/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,218 250,000 4,971 CHF 3,750 CHF 99.22% 99.22%
03/05/2024 79.25% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,775 250,000 8,041 CHF 4,528 CHF 99.39% 99.39%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 982,260 250,000 9,823 CHF 5,000 CHF 99.38% 99.38%

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