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 93.15% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,816 CHF 7,908 CHF 97.13% 97.13%
15/05/2024 70.08% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,488 CHF 9,744 CHF 98.29% 98.29%
14/05/2024 59.31% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,993 CHF 10,996 CHF 97.34% 97.34%
13/05/2024 57.14% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,629 CHF 11,314 CHF 92.66% 92.66%
10/05/2024 54.72% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,301 CHF 11,651 CHF 98.71% 98.71%
08/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 96.88% 96.88%
07/05/2024 39.52% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,422 CHF 15,211 CHF 96.51% 96.51%
06/05/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 90.44% 90.44%
03/05/2024 25.32% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 35,118 CHF 22,559 CHF 94.38% 94.38%
02/05/2024 22.64% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,337 CHF 24,668 CHF 97.77% 97.77%

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