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 15.90% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,091 CHF 34,546 CHF 97.91% 97.91%
15/05/2024 14.38% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 64,893 CHF 37,446 CHF 99.44% 99.44%
14/05/2024 13.75% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 68,030 CHF 39,015 CHF 99.56% 99.56%
13/05/2024 14.99% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 61,980 CHF 35,990 CHF 99.00% 99.00%
10/05/2024 14.04% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 66,575 CHF 38,288 CHF 99.50% 99.50%
08/05/2024 15.21% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 60,845 CHF 35,423 CHF 99.48% 99.48%
07/05/2024 13.34% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 69,957 CHF 39,978 CHF 99.56% 99.56%
06/05/2024 11.46% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 82,431 CHF 46,216 CHF 98.83% 98.83%
03/05/2024 11.19% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 84,664 CHF 47,332 CHF 98.09% 98.09%
02/05/2024 14.96% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 62,070 CHF 36,035 CHF 99.46% 99.46%

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