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 14.35% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 68,346 CHF 39,173 CHF 97.90% 97.90%
15/05/2024 12.32% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 77,214 CHF 43,607 CHF 99.44% 99.44%
14/05/2024 10.96% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 87,548 CHF 48,774 CHF 99.50% 99.50%
13/05/2024 11.97% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 79,311 CHF 44,656 CHF 99.03% 99.03%
10/05/2024 11.35% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 83,788 CHF 46,894 CHF 99.48% 99.48%
08/05/2024 12.22% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 77,134 CHF 43,567 CHF 99.49% 99.49%
07/05/2024 10.59% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 89,497 CHF 49,749 CHF 99.56% 99.56%
06/05/2024 8.05% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 119,313 CHF 64,656 CHF 98.89% 98.89%
03/05/2024 7.76% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 123,995 CHF 66,998 CHF 98.02% 98.02%
02/05/2024 11.45% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 82,706 CHF 46,353 CHF 99.53% 99.53%

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