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 71.31% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,208 CHF 9,604 CHF 97.18% 97.18%
15/05/2024 50.56% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 16,046 CHF 13,023 CHF 99.07% 99.07%
14/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 499,998 20,000 CHF 15,000 CHF 96.97% 96.97%
13/05/2024 38.11% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,658 CHF 15,829 CHF 92.80% 92.80%
10/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.74% 98.74%
08/05/2024 27.55% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 31,607 CHF 20,803 CHF 96.39% 96.39%
07/05/2024 21.89% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,886 CHF 25,443 CHF 96.94% 96.94%
06/05/2024 17.00% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 54,210 CHF 32,105 CHF 90.49% 90.49%
03/05/2024 14.67% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 63,614 CHF 36,807 CHF 95.21% 95.21%
02/05/2024 13.74% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 68,020 CHF 39,010 CHF 98.09% 98.09%

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