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 76.96% 0.01 CHF 0.02 CHF 600,000 600,000 599,152 599,152 5,405 CHF 12,084 CHF 100.00% 100.00%
15/05/2024 61.32% 0.01 CHF 0.02 CHF 600,000 600,000 598,907 598,907 6,835 CHF 12,842 CHF 100.00% 100.00%
14/05/2024 54.43% 0.01 CHF 0.02 CHF 600,000 600,000 600,000 600,000 8,056 CHF 14,056 CHF 100.00% 100.00%
13/05/2024 43.71% 0.02 CHF 0.03 CHF 600,000 600,000 600,000 600,000 10,777 CHF 16,777 CHF 100.00% 100.00%
10/05/2024 38.53% 0.02 CHF 0.03 CHF 600,000 600,000 600,000 600,000 12,596 CHF 18,596 CHF 100.00% 100.00%
08/05/2024 31.17% 0.03 CHF 0.04 CHF 600,000 600,000 599,769 599,769 16,272 CHF 22,272 CHF 99.29% 99.29%
07/05/2024 29.88% 0.03 CHF 0.04 CHF 600,000 600,000 599,051 599,051 17,135 CHF 23,135 CHF 99.94% 99.94%
06/05/2024 25.52% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 20,544 CHF 26,544 CHF 100.00% 100.00%
03/05/2024 24.06% 0.04 CHF 0.05 CHF 600,000 600,000 600,000 600,000 21,955 CHF 27,955 CHF 98.78% 98.78%
02/05/2024 26.35% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 19,812 CHF 25,812 CHF 100.00% 100.00%

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