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 42.98% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 18,511 CHF 7,128 CHF 99.76% 99.76%
15/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 100.00% 100.00%
14/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 100.00% 100.00%
13/05/2024 39.98% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,013 CHF 7,503 CHF 100.00% 100.00%
10/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 997,601 250,000 19,952 CHF 7,500 CHF 100.00% 100.00%
08/05/2024 36.83% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 22,375 CHF 8,094 CHF 100.00% 100.00%
07/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,447 250,000 19,849 CHF 7,500 CHF 99.73% 99.73%
06/05/2024 34.84% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,763 250,000 23,737 CHF 8,467 CHF 99.51% 99.51%
03/05/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 99.72% 99.72%
02/05/2024 33.28% 0.03 CHF 0.04 CHF 1,000,000 250,000 997,737 250,000 25,000 CHF 8,764 CHF 100.00% 100.00%

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