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 123.50% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,171 CHF 6,585 CHF 97.17% 97.17%
15/05/2024 91.69% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,141 CHF 8,070 CHF 99.07% 99.07%
14/05/2024 76.05% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,279 CHF 9,139 CHF 97.34% 97.34%
13/05/2024 75.94% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,271 CHF 9,136 CHF 92.78% 92.78%
10/05/2024 69.97% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,319 CHF 9,659 CHF 98.73% 98.73%
08/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 97.03% 97.03%
07/05/2024 65.06% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,604 CHF 10,302 CHF 96.56% 96.56%
06/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 90.46% 90.46%
03/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 95.22% 95.22%
02/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 97.78% 97.78%

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