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
24/05/2024 85.71% 0.01 CHF 0.02 CHF 300,000 300,000 300,000 300,000 2,400 CHF 6,000 CHF 100.00% 100.00%
23/05/2024 82.43% 0.01 CHF 0.02 CHF 300,000 300,000 300,000 300,000 2,504 CHF 6,000 CHF 99.94% 99.94%
22/05/2024 84.85% 0.01 CHF 0.02 CHF 300,000 300,000 300,000 300,000 2,427 CHF 6,000 CHF 100.00% 100.00%
21/05/2024 74.78% 0.01 CHF 0.02 CHF 300,000 300,000 299,654 299,654 2,744 CHF 5,997 CHF 100.00% 100.00%
17/05/2024 63.18% 0.01 CHF 0.02 CHF 300,000 300,000 300,000 300,000 3,267 CHF 6,267 CHF 100.00% 100.00%
16/05/2024 59.13% 0.01 CHF 0.02 CHF 300,000 300,000 299,562 299,562 3,578 CHF 6,578 CHF 100.00% 100.00%
15/05/2024 54.88% 0.01 CHF 0.02 CHF 300,000 300,000 299,446 299,446 3,987 CHF 6,987 CHF 99.83% 99.83%
14/05/2024 53.80% 0.01 CHF 0.02 CHF 300,000 300,000 300,000 300,000 4,087 CHF 7,087 CHF 99.88% 99.88%
13/05/2024 52.63% 0.01 CHF 0.02 CHF 300,000 300,000 300,000 300,000 4,200 CHF 7,200 CHF 99.45% 99.45%
10/05/2024 52.58% 0.01 CHF 0.02 CHF 300,000 300,000 300,000 300,000 4,206 CHF 7,206 CHF 100.00% 100.00%

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