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 43.33% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 18,333 CHF 7,083 CHF 99.85% 99.85%
15/05/2024 41.34% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,530 CHF 7,383 CHF 100.00% 100.00%
14/05/2024 35.05% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 23,713 CHF 8,428 CHF 99.77% 99.77%
13/05/2024 39.61% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,290 CHF 7,572 CHF 100.00% 100.00%
10/05/2024 31.27% 0.02 CHF 0.03 CHF 1,000,000 250,000 990,019 250,000 26,875 CHF 9,291 CHF 100.00% 100.00%
08/05/2024 25.22% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 34,904 CHF 11,226 CHF 100.00% 100.00%
07/05/2024 27.06% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 32,145 CHF 10,536 CHF 99.86% 99.86%
06/05/2024 26.20% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 33,327 CHF 10,832 CHF 99.81% 99.81%
03/05/2024 23.29% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 38,322 CHF 12,080 CHF 100.00% 100.00%
02/05/2024 26.23% 0.03 CHF 0.04 CHF 1,000,000 250,000 991,166 250,000 33,030 CHF 10,835 CHF 100.00% 100.00%

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