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
15/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,874 250,000 9,929 CHF 5,000 CHF 99.14% 99.14%
14/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 98.91% 98.91%
13/05/2024 61.81% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,962 250,000 11,394 CHF 5,364 CHF 99.18% 99.18%
10/05/2024 56.21% 0.02 CHF 0.03 CHF 1,000,000 250,000 997,048 250,000 13,093 CHF 5,784 CHF 96.48% 96.48%
08/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 99.13% 99.13%
07/05/2024 50.28% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,161 250,000 14,844 CHF 6,229 CHF 98.89% 98.89%
06/05/2024 48.34% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,633 250,000 15,733 CHF 6,457 CHF 98.97% 98.97%
03/05/2024 48.44% 0.02 CHF 0.03 CHF 1,000,000 250,000 996,510 250,000 15,730 CHF 6,446 CHF 98.40% 98.40%
02/05/2024 40.29% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,693 250,000 19,709 CHF 7,464 CHF 98.84% 98.84%
30/04/2024 49.36% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,199 250,000 15,216 CHF 6,330 CHF 99.09% 99.09%

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