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 62.09% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 11,372 CHF 5,343 CHF 100.00% 100.00%
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 99.76% 99.76%
13/05/2024 62.21% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 11,338 CHF 5,335 CHF 100.00% 100.00%
10/05/2024 59.20% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 12,240 CHF 5,560 CHF 100.00% 100.00%
08/05/2024 57.44% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,593 250,000 12,656 CHF 5,692 CHF 96.89% 96.89%
07/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 99.83% 99.83%
06/05/2024 41.30% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,349 CHF 7,337 CHF 99.77% 99.77%
03/05/2024 40.62% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,796 CHF 7,449 CHF 100.00% 100.00%
02/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 100.00% 100.00%
30/04/2024 51.58% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 14,527 CHF 6,132 CHF 100.00% 100.00%

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