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
14/05/2024 23.77% 0.04 CHF 0.05 CHF 600,000 600,000 600,000 600,000 22,439 CHF 28,439 CHF 99.98% 99.98%
13/05/2024 24.78% 0.04 CHF 0.05 CHF 600,000 600,000 600,000 600,000 21,344 CHF 27,344 CHF 100.00% 100.00%
10/05/2024 27.62% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 18,766 CHF 24,766 CHF 100.00% 100.00%
08/05/2024 31.20% 0.03 CHF 0.04 CHF 600,000 600,000 599,769 599,769 16,264 CHF 22,264 CHF 99.63% 99.63%
07/05/2024 24.15% 0.04 CHF 0.05 CHF 600,000 600,000 599,685 599,685 21,900 CHF 27,900 CHF 100.00% 100.00%
06/05/2024 19.54% 0.04 CHF 0.05 CHF 600,000 600,000 600,000 600,000 27,729 CHF 33,729 CHF 100.00% 100.00%
03/05/2024 19.33% 0.04 CHF 0.05 CHF 600,000 600,000 600,000 600,000 28,256 CHF 34,256 CHF 99.96% 99.96%
02/05/2024 23.69% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 22,504 CHF 28,504 CHF 100.00% 100.00%
30/04/2024 19.08% 0.04 CHF 0.05 CHF 600,000 600,000 600,000 600,000 28,553 CHF 34,553 CHF 100.00% 100.00%
29/04/2024 18.00% 0.06 CHF 0.07 CHF 600,000 600,000 599,746 599,746 30,391 CHF 36,391 CHF 100.00% 100.00%

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