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
22/05/2024 28.56% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,019 CHF 20,010 CHF 99.01% 99.01%
21/05/2024 27.91% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 31,039 CHF 20,519 CHF 98.00% 98.00%
17/05/2024 21.97% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,627 CHF 25,313 CHF 97.95% 97.95%
16/05/2024 18.03% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,541 CHF 30,270 CHF 98.63% 98.63%
15/05/2024 16.26% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 57,440 CHF 33,720 CHF 98.64% 98.64%
14/05/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 98.39% 98.39%
13/05/2024 18.67% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 48,795 CHF 29,397 CHF 93.97% 93.97%
10/05/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,000 CHF 30,000 CHF 98.91% 98.91%
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 99.07% 99.07%
07/05/2024 28.59% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,982 CHF 19,991 CHF 98.84% 98.84%

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