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 50.60% 0.03 CHF 0.05 CHF 500,000 20,000 500,000 8,116 14,915 CHF 406 CHF 99.56% 99.56%
15/05/2024 58.43% 0.03 CHF 0.05 CHF 500,000 20,000 499,998 8,135 13,819 CHF 407 CHF 99.08% 99.08%
14/05/2024 85.36% 0.02 CHF 0.05 CHF 500,000 20,000 500,000 8,137 10,050 CHF 407 CHF 98.83% 98.83%
13/05/2024 85.54% 0.02 CHF 0.05 CHF 500,000 20,000 500,000 8,108 10,024 CHF 405 CHF 99.48% 99.48%
10/05/2024 30.72% 0.03 CHF 0.05 CHF 500,000 20,000 500,000 8,064 18,482 CHF 403 CHF 98.59% 98.59%
08/05/2024 83.35% 0.02 CHF 0.05 CHF 500,000 20,000 500,000 7,996 10,331 CHF 400 CHF 98.41% 98.41%
07/05/2024 85.71% 0.02 CHF 0.05 CHF 500,000 20,000 500,000 8,109 10,000 CHF 405 CHF 97.35% 97.35%
06/05/2024 53.24% 0.02 CHF 0.05 CHF 500,000 20,000 500,000 8,107 14,547 CHF 405 CHF 98.33% 98.33%
03/05/2024 57.56% 0.02 CHF 0.05 CHF 500,000 20,000 500,000 8,057 13,942 CHF 403 CHF 98.87% 98.87%
02/05/2024 62.73% 0.03 CHF 0.05 CHF 500,000 20,000 499,998 8,049 13,218 CHF 402 CHF 95.15% 95.15%

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