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 40.94% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,881 CHF 14,941 CHF 99.03% 99.03%
15/05/2024 37.53% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,165 CHF 16,083 CHF 99.42% 99.42%
14/05/2024 36.16% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 23,361 CHF 16,681 CHF 99.52% 99.52%
13/05/2024 35.39% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 23,317 CHF 16,659 CHF 99.02% 99.02%
10/05/2024 33.88% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 25,353 CHF 17,676 CHF 99.28% 99.28%
08/05/2024 39.60% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,348 CHF 15,174 CHF 99.50% 99.50%
07/05/2024 29.34% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,328 CHF 19,664 CHF 99.56% 99.56%
06/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.86% 98.86%
03/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.09% 98.09%
02/05/2024 35.10% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 23,529 CHF 16,764 CHF 99.49% 99.49%

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