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 33.00% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,350 CHF 19,175 CHF 97.97% 97.97%
15/05/2024 24.96% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 35,687 CHF 22,844 CHF 99.46% 99.46%
14/05/2024 22.54% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 40,440 CHF 25,220 CHF 99.56% 99.56%
13/05/2024 26.83% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 32,971 CHF 21,486 CHF 99.02% 99.02%
10/05/2024 23.41% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,134 CHF 24,067 CHF 99.10% 99.10%
08/05/2024 24.37% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 36,610 CHF 23,305 CHF 99.50% 99.50%
07/05/2024 19.44% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 46,883 CHF 28,442 CHF 99.52% 99.52%
06/05/2024 15.36% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,115 CHF 35,058 CHF 98.84% 98.84%
03/05/2024 13.57% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 68,850 CHF 39,425 CHF 98.14% 98.14%
02/05/2024 21.56% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 41,654 CHF 25,827 CHF 99.48% 99.48%

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