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 92.34% 0.01 CHF 0.02 CHF 500,000 100,000 495,520 100,000 4,959 CHF 2,772 CHF 82.28% 82.28%
15/05/2024 84.21% 0.01 CHF 0.02 CHF 500,000 100,000 497,597 99,108 4,976 CHF 2,508 CHF 84.13% 84.13%
14/05/2024 90.54% 0.01 CHF 0.03 CHF 500,000 100,000 481,673 98,850 4,817 CHF 2,686 CHF 99.59% 99.61%
13/05/2024 67.73% 0.01 CHF 0.02 CHF 100,000 100,000 284,384 100,000 2,844 CHF 2,032 CHF 77.67% 79.96%
10/05/2024 67.41% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,022 CHF 96.71% 96.71%
08/05/2024 66.90% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,007 CHF 98.29% 98.29%
07/05/2024 66.99% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,010 CHF 96.17% 96.17%
06/05/2024 66.70% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,001 CHF 100.00% 100.00%
03/05/2024 43.23% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 9,395 CHF 2,879 CHF 82.69% 82.69%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 98.97% 98.97%

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