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 78.13% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 8,281 CHF 4,570 CHF 99.24% 99.24%
15/05/2024 82.19% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,721 250,000 7,620 CHF 4,418 CHF 99.38% 99.38%
14/05/2024 54.08% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 13,776 CHF 5,944 CHF 99.17% 99.17%
13/05/2024 66.46% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,343 250,000 10,005 CHF 5,015 CHF 99.38% 99.38%
10/05/2024 52.75% 0.01 CHF 0.02 CHF 1,000,000 250,000 983,224 250,000 13,923 CHF 6,044 CHF 99.39% 99.39%
08/05/2024 62.86% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 11,142 CHF 5,285 CHF 99.38% 99.38%
07/05/2024 50.81% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,345 250,000 14,657 CHF 6,189 CHF 99.23% 99.23%
06/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,842 250,000 14,908 CHF 6,250 CHF 99.22% 99.22%
03/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,263 250,000 14,884 CHF 6,250 CHF 99.40% 99.40%
02/05/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 978,710 250,000 14,681 CHF 6,250 CHF 99.39% 99.39%

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