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 11.25% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 84,177 CHF 47,088 CHF 99.11% 99.11%
15/05/2024 9.62% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 404,879 99,084 CHF 44,122 CHF 98.84% 98.84%
14/05/2024 9.15% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 104,492 CHF 45,797 CHF 99.00% 99.00%
13/05/2024 10.26% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 465,717 92,704 CHF 47,622 CHF 94.44% 94.44%
10/05/2024 10.77% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 499,933 88,071 CHF 49,029 CHF 98.08% 98.08%
08/05/2024 6.61% 0.14 CHF 0.15 CHF 1,000,000 400,000 952,925 352,925 139,917 CHF 54,991 CHF 96.88% 96.88%
07/05/2024 4.68% 0.19 CHF 0.20 CHF 750,000 250,000 750,000 250,000 156,753 CHF 54,751 CHF 96.76% 96.76%
06/05/2024 4.09% 0.22 CHF 0.23 CHF 750,000 250,000 647,651 215,884 154,765 CHF 53,747 CHF 98.89% 98.89%
03/05/2024 3.66% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 161,142 CHF 55,714 CHF 98.68% 98.68%
02/05/2024 4.14% 0.25 CHF 0.26 CHF 600,000 200,000 721,770 240,590 170,699 CHF 59,306 CHF 99.02% 99.02%

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