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 19.28% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 354,455 47,011 CHF 20,494 CHF 99.91% 99.91%
15/05/2024 19.41% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 331,017 46,630 CHF 19,011 CHF 100.00% 100.00%
14/05/2024 19.68% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 293,030 45,870 CHF 16,523 CHF 99.76% 99.76%
13/05/2024 20.18% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 44,595 CHF 13,649 CHF 100.00% 100.00%
10/05/2024 20.00% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 45,000 CHF 13,750 CHF 100.00% 100.00%
08/05/2024 20.00% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,443 250,000 44,750 CHF 13,750 CHF 96.88% 96.88%
07/05/2024 19.81% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 278,279 45,521 CHF 15,521 CHF 99.83% 99.83%
06/05/2024 20.11% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,615 250,000 44,416 CHF 13,687 CHF 99.76% 99.76%
03/05/2024 20.05% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 44,888 CHF 13,722 CHF 100.00% 100.00%
02/05/2024 19.57% 0.05 CHF 0.06 CHF 1,000,000 250,000 999,650 307,971 46,166 CHF 17,505 CHF 100.00% 100.00%

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