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 23.11% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 38,395 CHF 12,099 CHF 99.23% 99.23%
15/05/2024 25.29% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,674 250,000 34,373 CHF 11,157 CHF 99.39% 99.39%
14/05/2024 20.64% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 43,554 CHF 13,389 CHF 99.18% 99.18%
13/05/2024 21.98% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,340 250,000 40,314 CHF 12,635 CHF 99.38% 99.38%
10/05/2024 21.26% 0.04 CHF 0.05 CHF 1,000,000 250,000 983,221 250,000 41,420 CHF 13,044 CHF 99.39% 99.39%
08/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,000 CHF 12,500 CHF 99.39% 99.39%
07/05/2024 21.29% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,396 250,000 41,834 CHF 13,025 CHF 99.22% 99.22%
06/05/2024 20.00% 0.05 CHF 0.06 CHF 1,000,000 250,000 993,818 250,000 44,722 CHF 13,750 CHF 99.21% 99.21%
03/05/2024 21.68% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,296 250,000 40,917 CHF 12,806 CHF 99.39% 99.39%
02/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 978,700 250,000 39,148 CHF 12,500 CHF 99.39% 99.39%

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