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 40.21% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 19,922 CHF 14,961 CHF 95.24% 95.24%
15/05/2024 43.85% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,826 CHF 13,913 CHF 98.34% 98.34%
14/05/2024 47.48% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,108 CHF 13,054 CHF 98.69% 98.69%
13/05/2024 42.99% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,322 CHF 14,161 CHF 87.37% 87.37%
10/05/2024 29.90% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,834 CHF 19,417 CHF 99.50% 99.50%
08/05/2024 28.67% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,910 CHF 19,955 CHF 98.64% 98.64%
07/05/2024 28.53% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,061 CHF 20,031 CHF 99.20% 99.20%
06/05/2024 36.43% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 23,918 CHF 16,959 CHF 99.49% 99.49%
03/05/2024 32.50% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 26,559 CHF 18,280 CHF 99.54% 99.54%
02/05/2024 21.98% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 41,867 CHF 25,934 CHF 99.12% 99.12%

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