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
13/06/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.59% 99.59%
12/06/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,420 250,000 9,944 CHF 5,000 CHF 99.03% 99.03%
11/06/2024 66.30% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,240 250,000 10,032 CHF 5,027 CHF 99.80% 99.80%
10/06/2024 51.69% 0.02 CHF 0.03 CHF 1,000,000 250,000 988,420 250,000 14,342 CHF 6,123 CHF 96.78% 96.78%
07/06/2024 60.95% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 11,716 CHF 5,429 CHF 99.78% 99.78%
05/06/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.80% 99.80%
04/06/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 100.00% 100.00%
03/06/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 100.00% 100.00%
31/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 100.00% 100.00%
30/05/2024 57.83% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 12,652 CHF 5,663 CHF 100.00% 100.00%

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