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
13/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,702 250,000 4,969 CHF 3,750 CHF 99.13% 99.13%
10/05/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,918 250,000 4,970 CHF 3,750 CHF 96.48% 96.48%
08/05/2024 85.71% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 7,143 CHF 4,286 CHF 99.18% 99.18%
07/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,344 250,000 9,933 CHF 5,000 CHF 98.91% 98.91%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,033 250,000 9,930 CHF 5,000 CHF 98.97% 98.97%
03/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.17% 99.17%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,130 250,000 9,921 CHF 5,000 CHF 98.84% 98.84%
30/04/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.07% 99.07%
29/04/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 998,231 250,000 9,982 CHF 5,000 CHF 99.05% 99.05%
26/04/2024 52.82% 0.02 CHF 0.03 CHF 1,000,000 250,000 990,677 250,000 14,015 CHF 6,039 CHF 84.66% 84.66%

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