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 59.33% 0.01 CHF 0.02 CHF 100,000 100,000 98,879 98,879 1,192 CHF 2,183 CHF 100.00% 100.00%
15/05/2024 39.21% 0.02 CHF 0.03 CHF 100,000 100,000 98,629 98,629 2,081 CHF 3,070 CHF 100.00% 100.00%
14/05/2024 45.36% 0.02 CHF 0.03 CHF 100,000 100,000 98,906 98,906 1,717 CHF 2,708 CHF 100.00% 100.00%
13/05/2024 46.90% 0.02 CHF 0.03 CHF 100,000 100,000 99,600 99,600 1,654 CHF 2,651 CHF 100.00% 100.00%
10/05/2024 36.45% 0.02 CHF 0.03 CHF 110,000 110,000 98,809 98,809 2,271 CHF 3,260 CHF 100.00% 100.00%
08/05/2024 28.96% 0.03 CHF 0.04 CHF 100,000 100,000 98,962 98,962 2,986 CHF 3,977 CHF 99.15% 99.15%
07/05/2024 26.24% 0.03 CHF 0.04 CHF 100,000 100,000 98,911 98,911 3,341 CHF 4,332 CHF 99.86% 99.86%
06/05/2024 27.30% 0.03 CHF 0.04 CHF 100,000 100,000 98,994 98,994 3,196 CHF 4,187 CHF 100.00% 100.00%
03/05/2024 28.42% 0.03 CHF 0.04 CHF 100,000 100,000 103,429 103,429 3,176 CHF 4,211 CHF 99.99% 99.99%
02/05/2024 25.52% 0.03 CHF 0.04 CHF 100,000 100,000 102,418 102,418 3,561 CHF 4,586 CHF 100.00% 100.00%

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