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 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,455 250,000 9,925 CHF 5,000 CHF 99.26% 99.26%
15/05/2024 62.72% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,161 250,000 11,116 CHF 5,296 CHF 99.38% 99.38%
14/05/2024 61.21% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 11,637 CHF 5,409 CHF 99.15% 99.15%
13/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,763 250,000 9,948 CHF 5,000 CHF 99.38% 99.38%
10/05/2024 52.72% 0.02 CHF 0.03 CHF 1,000,000 250,000 987,105 250,000 14,029 CHF 6,046 CHF 99.39% 99.39%
08/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.39% 99.39%
07/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,925 250,000 9,939 CHF 5,000 CHF 99.22% 99.22%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,280 250,000 9,943 CHF 5,000 CHF 99.19% 99.19%
03/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,781 250,000 9,928 CHF 5,000 CHF 99.39% 99.39%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 982,375 250,000 9,824 CHF 5,000 CHF 99.38% 99.38%

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