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 36.77% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,242 CHF 16,121 CHF 98.86% 98.86%
15/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.96% 98.96%
14/05/2024 28.17% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,637 CHF 20,319 CHF 98.61% 98.61%
13/05/2024 23.61% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 37,815 CHF 23,908 CHF 94.83% 94.83%
10/05/2024 26.55% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 33,336 CHF 21,668 CHF 98.78% 98.78%
08/05/2024 30.77% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,076 CHF 19,038 CHF 98.75% 98.75%
07/05/2024 28.62% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,954 CHF 19,977 CHF 99.17% 99.17%
06/05/2024 23.12% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 38,590 CHF 24,295 CHF 99.11% 99.11%
03/05/2024 18.35% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,822 CHF 29,911 CHF 98.37% 98.37%
02/05/2024 16.77% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 55,052 CHF 32,526 CHF 99.17% 99.17%

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