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 30.27% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,599 CHF 19,299 CHF 97.92% 97.92%
15/05/2024 28.65% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,931 CHF 19,965 CHF 99.45% 99.45%
14/05/2024 27.87% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 31,106 CHF 20,553 CHF 99.60% 99.60%
13/05/2024 28.24% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,517 CHF 20,258 CHF 99.03% 99.03%
10/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.14% 99.14%
08/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.46% 99.46%
07/05/2024 28.42% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 30,238 CHF 20,119 CHF 99.56% 99.56%
06/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.88% 98.88%
03/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.12% 98.12%
02/05/2024 28.27% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 30,476 CHF 20,238 CHF 99.50% 99.50%

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