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 164.92% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,073 CHF 5,537 CHF 99.10% 99.10%
15/05/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.16% 99.16%
14/05/2024 166.12% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,023 CHF 5,512 CHF 99.14% 99.14%
13/05/2024 166.45% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,009 CHF 5,505 CHF 95.16% 95.16%
10/05/2024 162.44% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,177 CHF 5,589 CHF 99.12% 99.12%
08/05/2024 156.74% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,417 CHF 5,708 CHF 99.14% 99.14%
07/05/2024 161.44% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,219 CHF 5,610 CHF 99.11% 99.11%
06/05/2024 165.79% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,037 CHF 5,518 CHF 99.17% 99.17%
03/05/2024 132.17% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,603 CHF 6,301 CHF 98.98% 98.98%
02/05/2024 117.57% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,561 CHF 6,780 CHF 99.11% 99.11%

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