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
27/05/2024 86.38% 0.01 CHF 0.02 CHF 360,000 360,000 355,811 355,811 2,846 CHF 7,128 CHF 99.80% 99.80%
24/05/2024 86.28% 0.01 CHF 0.02 CHF 360,000 360,000 366,095 366,095 2,929 CHF 7,327 CHF 100.00% 100.00%
23/05/2024 86.31% 0.01 CHF 0.02 CHF 360,000 360,000 356,136 356,136 2,849 CHF 7,129 CHF 99.61% 99.61%
22/05/2024 86.27% 0.01 CHF 0.02 CHF 360,000 360,000 356,378 356,378 2,851 CHF 7,132 CHF 100.00% 100.00%
21/05/2024 86.34% 0.01 CHF 0.02 CHF 360,000 360,000 356,032 356,032 2,848 CHF 7,129 CHF 99.49% 99.49%
17/05/2024 79.00% 0.01 CHF 0.02 CHF 350,000 350,000 347,785 347,785 3,052 CHF 6,960 CHF 99.23% 99.23%
16/05/2024 78.89% 0.01 CHF 0.02 CHF 360,000 360,000 349,261 349,261 3,070 CHF 6,997 CHF 100.00% 100.00%
15/05/2024 67.35% 0.01 CHF 0.02 CHF 350,000 350,000 344,893 344,893 3,449 CHF 6,908 CHF 100.00% 100.00%
14/05/2024 57.36% 0.01 CHF 0.02 CHF 350,000 350,000 339,177 339,177 4,323 CHF 7,733 CHF 99.99% 99.99%
13/05/2024 56.02% 0.01 CHF 0.02 CHF 350,000 350,000 343,343 343,343 4,556 CHF 8,024 CHF 99.83% 99.83%

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