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 13.32% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 484,310 70,084 CHF 38,778 CHF 95.24% 95.24%
15/05/2024 11.96% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 400,000 78,785 CHF 35,514 CHF 98.31% 98.31%
14/05/2024 10.56% 0.09 CHF 0.10 CHF 1,000,000 400,000 1,000,000 400,000 89,758 CHF 39,903 CHF 98.74% 98.74%
13/05/2024 11.57% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 400,000 81,537 CHF 36,615 CHF 87.46% 87.46%
10/05/2024 13.34% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 491,408 69,980 CHF 39,300 CHF 99.49% 99.49%
08/05/2024 13.04% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 435,967 71,889 CHF 35,633 CHF 98.70% 98.70%
07/05/2024 12.01% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 401,689 78,454 CHF 35,517 CHF 99.20% 99.20%
06/05/2024 10.29% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 410,336 93,631 CHF 42,279 CHF 99.35% 99.35%
03/05/2024 8.79% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 108,899 CHF 47,560 CHF 99.23% 99.23%
02/05/2024 7.97% 0.11 CHF 0.12 CHF 1,000,000 400,000 983,315 383,315 118,661 CHF 50,039 CHF 99.11% 99.11%

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