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 32.90% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,451 CHF 8,863 CHF 100.00% 100.00%
14/05/2024 33.34% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 24,995 CHF 8,749 CHF 99.76% 99.76%
13/05/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,003 CHF 8,751 CHF 100.00% 100.00%
10/05/2024 33.03% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,322 CHF 8,831 CHF 100.00% 100.00%
08/05/2024 33.32% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,603 250,000 24,830 CHF 8,754 CHF 96.89% 96.89%
07/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 30,000 CHF 10,000 CHF 99.83% 99.83%
06/05/2024 25.94% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 33,677 CHF 10,919 CHF 99.76% 99.76%
03/05/2024 27.60% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 31,367 CHF 10,342 CHF 100.00% 100.00%
02/05/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 100.00% 100.00%
30/04/2024 33.63% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 24,774 CHF 8,694 CHF 100.00% 100.00%

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