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 153.44% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,555 CHF 5,778 CHF 98.84% 98.84%
15/05/2024 148.52% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,765 CHF 5,883 CHF 98.26% 98.26%
14/05/2024 117.02% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,595 CHF 6,797 CHF 98.59% 98.59%
13/05/2024 101.17% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,901 CHF 7,451 CHF 94.81% 94.81%
10/05/2024 105.52% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,569 CHF 7,285 CHF 98.66% 98.66%
08/05/2024 115.41% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,719 CHF 6,860 CHF 99.06% 99.06%
07/05/2024 110.31% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,096 CHF 7,048 CHF 98.75% 98.75%
06/05/2024 88.02% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,401 CHF 8,201 CHF 98.77% 98.77%
03/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 98.36% 98.36%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 98.85% 98.85%

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