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 39.36% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,498 CHF 7,625 CHF 99.26% 99.26%
15/05/2024 49.39% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,139 250,000 15,186 CHF 6,326 CHF 99.39% 99.39%
14/05/2024 41.26% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,372 CHF 7,343 CHF 99.17% 99.17%
13/05/2024 39.83% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,842 250,000 20,154 CHF 7,569 CHF 99.39% 99.39%
10/05/2024 33.20% 0.03 CHF 0.04 CHF 1,000,000 250,000 980,539 250,000 24,632 CHF 8,784 CHF 99.39% 99.39%
08/05/2024 29.49% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 256,174 29,329 CHF 10,141 CHF 99.39% 99.39%
07/05/2024 22.26% 0.05 CHF 0.06 CHF 1,000,000 500,000 992,826 272,409 40,188 CHF 13,893 CHF 99.22% 99.22%
06/05/2024 31.03% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,328 250,000 27,225 CHF 9,356 CHF 99.22% 99.22%
03/05/2024 34.55% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 24,106 CHF 8,527 CHF 99.38% 99.38%
02/05/2024 29.92% 0.03 CHF 0.04 CHF 1,000,000 250,000 976,658 250,000 28,053 CHF 9,708 CHF 99.39% 99.39%

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