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 104.07% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,411 CHF 7,705 CHF 97.96% 97.96%
15/05/2024 77.66% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,089 CHF 9,044 CHF 99.45% 99.45%
14/05/2024 68.32% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,874 CHF 9,937 CHF 99.54% 99.54%
13/05/2024 78.84% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,855 CHF 8,927 CHF 99.05% 99.05%
10/05/2024 68.09% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,778 CHF 9,889 CHF 99.14% 99.14%
08/05/2024 74.80% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,414 CHF 9,207 CHF 99.50% 99.50%
07/05/2024 59.14% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,936 CHF 10,968 CHF 99.56% 99.56%
06/05/2024 41.79% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,951 CHF 14,475 CHF 98.87% 98.87%
03/05/2024 39.66% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,293 CHF 15,147 CHF 98.04% 98.04%
02/05/2024 57.31% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 12,526 CHF 11,263 CHF 99.48% 99.48%

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