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 33.94% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,715 250,000 24,610 CHF 8,698 CHF 99.24% 99.24%
15/05/2024 31.66% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,446 250,000 26,664 CHF 9,207 CHF 99.38% 99.38%
14/05/2024 23.83% 0.04 CHF 0.05 CHF 1,000,000 250,000 991,127 252,405 36,873 CHF 11,930 CHF 96.44% 96.44%
13/05/2024 32.24% 0.03 CHF 0.04 CHF 1,000,000 250,000 994,946 250,000 26,021 CHF 9,037 CHF 99.39% 99.39%
10/05/2024 29.15% 0.03 CHF 0.04 CHF 1,000,000 250,000 989,564 250,000 29,122 CHF 9,848 CHF 99.39% 99.39%
08/05/2024 39.78% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 20,168 CHF 7,542 CHF 99.39% 99.39%
07/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,191 250,000 19,884 CHF 7,500 CHF 99.23% 99.23%
06/05/2024 39.81% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,446 250,000 20,035 CHF 7,536 CHF 99.22% 99.22%
03/05/2024 38.66% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,015 250,000 20,868 CHF 7,752 CHF 99.39% 99.39%
02/05/2024 39.27% 0.02 CHF 0.03 CHF 1,000,000 250,000 984,505 250,000 20,238 CHF 7,637 CHF 99.38% 99.38%

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