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 57.01% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,615 CHF 11,308 CHF 99.06% 99.06%
15/05/2024 48.17% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,779 CHF 12,890 CHF 98.90% 98.90%
14/05/2024 40.89% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,548 CHF 14,774 CHF 99.06% 99.06%
13/05/2024 46.79% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,477 CHF 13,238 CHF 94.44% 94.44%
10/05/2024 55.50% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 14,187 CHF 12,094 CHF 98.08% 98.08%
08/05/2024 20.71% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 476,088 44,323 CHF 25,616 CHF 96.90% 96.90%
07/05/2024 10.60% 0.07 CHF 0.08 CHF 1,000,000 400,000 836,377 279,257 74,789 CHF 27,758 CHF 96.76% 96.76%
06/05/2024 8.11% 0.10 CHF 0.11 CHF 750,000 250,000 725,388 241,796 86,116 CHF 31,123 CHF 99.04% 99.04%
03/05/2024 6.61% 0.17 CHF 0.18 CHF 600,000 200,000 622,635 207,545 91,457 CHF 32,561 CHF 99.00% 99.00%
02/05/2024 8.12% 0.13 CHF 0.14 CHF 750,000 250,000 750,000 250,000 88,938 CHF 32,146 CHF 99.02% 99.02%

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