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 135.99% 0.00 CHF 0.04 CHF 25,000 25,000 411,635 25,000 3,722 CHF 950 CHF 87.50% 87.50%
15/05/2024 120.15% 0.01 CHF 0.04 CHF 500,000 25,000 471,940 25,000 4,704 CHF 950 CHF 98.29% 98.29%
14/05/2024 117.59% 0.01 CHF 0.04 CHF 500,000 25,000 494,040 25,000 4,938 CHF 950 CHF 99.94% 99.94%
13/05/2024 118.09% 0.01 CHF 0.04 CHF 500,000 25,000 500,000 25,000 4,912 CHF 950 CHF 75.64% 75.64%
10/05/2024 119.02% 0.01 CHF 0.04 CHF 500,000 25,000 484,731 25,000 4,840 CHF 950 CHF 92.87% 92.87%
08/05/2024 87.42% 0.01 CHF 0.04 CHF 500,000 25,000 500,000 25,000 7,678 CHF 950 CHF 96.46% 96.46%
07/05/2024 88.74% 0.02 CHF 0.04 CHF 500,000 25,000 500,000 25,144 7,546 CHF 953 CHF 100.00% 100.00%
06/05/2024 52.72% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 7,614 CHF 1,261 CHF 100.00% 100.00%
03/05/2024 42.64% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 9,505 CHF 1,451 CHF 100.00% 100.00%
02/05/2024 55.15% 0.01 CHF 0.02 CHF 500,000 50,000 487,915 50,000 7,648 CHF 1,305 CHF 100.00% 100.00%

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