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 81.11% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,371 CHF 8,686 CHF 95.27% 95.27%
15/05/2024 66.05% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,194 CHF 10,097 CHF 98.34% 98.34%
14/05/2024 46.40% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 16,639 CHF 13,320 CHF 98.76% 98.76%
13/05/2024 55.91% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 13,009 CHF 11,504 CHF 87.34% 87.34%
10/05/2024 74.04% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,599 CHF 9,299 CHF 99.52% 99.52%
08/05/2024 63.74% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,765 CHF 10,383 CHF 98.72% 98.72%
07/05/2024 65.80% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,323 CHF 10,162 CHF 99.20% 99.20%
06/05/2024 41.35% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 21,315 CHF 15,658 CHF 99.36% 99.36%
03/05/2024 25.46% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 34,899 CHF 22,450 CHF 99.23% 99.23%
02/05/2024 20.34% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 485,947 44,655 CHF 26,511 CHF 99.13% 99.13%

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