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 20.13% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 273,449 44,793 CHF 15,090 CHF 99.91% 99.91%
15/05/2024 18.53% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 453,961 49,030 CHF 26,983 CHF 100.00% 100.00%
14/05/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 999,618 499,872 49,981 CHF 29,992 CHF 99.77% 99.77%
13/05/2024 16.66% 0.06 CHF 0.07 CHF 925,000 475,000 923,257 473,838 50,801 CHF 30,811 CHF 100.00% 100.00%
10/05/2024 15.38% 0.06 CHF 0.07 CHF 850,000 425,000 849,617 424,872 50,977 CHF 29,741 CHF 100.00% 100.00%
08/05/2024 14.29% 0.07 CHF 0.08 CHF 775,000 400,000 771,116 398,889 50,123 CHF 29,917 CHF 96.88% 96.88%
07/05/2024 14.29% 0.07 CHF 0.08 CHF 775,000 400,000 775,000 400,000 50,375 CHF 30,000 CHF 99.83% 99.83%
06/05/2024 13.51% 0.07 CHF 0.08 CHF 775,000 400,000 729,082 378,151 50,326 CHF 29,885 CHF 99.76% 99.76%
03/05/2024 13.33% 0.07 CHF 0.08 CHF 725,000 375,000 725,000 375,000 50,780 CHF 30,015 CHF 100.00% 100.00%
02/05/2024 13.64% 0.07 CHF 0.08 CHF 725,000 375,000 740,784 382,891 50,613 CHF 29,990 CHF 100.00% 100.00%

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