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 17.90% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 51,010 CHF 30,505 CHF 97.17% 97.17%
15/05/2024 14.72% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 63,265 CHF 36,632 CHF 99.05% 99.05%
14/05/2024 14.26% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 65,479 CHF 37,739 CHF 97.37% 97.37%
13/05/2024 13.33% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 70,000 CHF 40,000 CHF 92.81% 92.81%
10/05/2024 14.98% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 61,956 CHF 35,978 CHF 98.69% 98.69%
08/05/2024 10.71% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 88,540 CHF 49,270 CHF 96.39% 96.39%
07/05/2024 9.93% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 95,970 CHF 52,985 CHF 96.94% 96.94%
06/05/2024 8.69% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 497,099 110,144 CHF 59,719 CHF 90.39% 90.39%
03/05/2024 7.96% 0.12 CHF 0.13 CHF 1,000,000 400,000 1,000,000 412,633 120,984 CHF 53,922 CHF 94.37% 94.37%
02/05/2024 7.72% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 124,760 CHF 53,904 CHF 97.75% 97.75%

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