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 44.14% 0.02 CHF 0.03 CHF 600,000 600,000 598,929 598,929 10,674 CHF 16,674 CHF 99.84% 99.84%
14/05/2024 50.46% 0.02 CHF 0.03 CHF 600,000 600,000 600,000 600,000 8,941 CHF 14,941 CHF 99.89% 99.89%
13/05/2024 45.12% 0.02 CHF 0.03 CHF 600,000 600,000 600,000 600,000 10,336 CHF 16,336 CHF 100.00% 100.00%
10/05/2024 47.56% 0.02 CHF 0.03 CHF 600,000 600,000 600,000 600,000 9,663 CHF 15,663 CHF 100.00% 100.00%
08/05/2024 48.51% 0.01 CHF 0.02 CHF 600,000 600,000 600,000 600,000 9,387 CHF 15,387 CHF 99.29% 99.29%
07/05/2024 40.56% 0.02 CHF 0.03 CHF 600,000 600,000 599,486 599,486 11,836 CHF 17,836 CHF 100.00% 100.00%
06/05/2024 31.98% 0.02 CHF 0.03 CHF 600,000 600,000 600,000 600,000 15,788 CHF 21,788 CHF 100.00% 100.00%
03/05/2024 29.70% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 17,369 CHF 23,369 CHF 98.78% 98.78%
02/05/2024 44.47% 0.02 CHF 0.03 CHF 600,000 600,000 600,000 600,000 10,523 CHF 16,523 CHF 100.00% 100.00%
30/04/2024 48.21% 0.01 CHF 0.02 CHF 600,000 600,000 600,000 600,000 9,627 CHF 15,627 CHF 99.78% 99.78%

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