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 132.56% 0.01 CHF 0.06 CHF 60,000 60,000 59,928 59,928 706 CHF 3,479 CHF 100.00% 100.00%
15/05/2024 76.99% 0.02 CHF 0.06 CHF 60,000 60,000 59,893 59,893 1,555 CHF 3,478 CHF 100.00% 100.00%
14/05/2024 73.09% 0.03 CHF 0.06 CHF 60,000 60,000 60,000 60,000 1,619 CHF 3,480 CHF 99.82% 99.82%
13/05/2024 49.50% 0.04 CHF 0.07 CHF 60,000 60,000 60,000 60,000 2,555 CHF 4,235 CHF 100.00% 100.00%
10/05/2024 51.81% 0.04 CHF 0.07 CHF 60,000 60,000 60,000 60,000 2,406 CHF 4,086 CHF 100.00% 100.00%
08/05/2024 43.06% 0.05 CHF 0.08 CHF 60,000 60,000 60,000 60,000 3,063 CHF 4,743 CHF 99.77% 99.77%
07/05/2024 44.78% 0.04 CHF 0.07 CHF 60,000 60,000 59,962 59,962 2,990 CHF 4,670 CHF 98.43% 98.43%
06/05/2024 32.92% 0.07 CHF 0.09 CHF 60,000 60,000 60,000 60,000 4,269 CHF 5,949 CHF 100.00% 100.00%
03/05/2024 24.10% 0.10 CHF 0.12 CHF 60,000 60,000 60,000 60,000 6,139 CHF 7,819 CHF 99.89% 99.89%
02/05/2024 25.92% 0.10 CHF 0.13 CHF 60,000 60,000 60,000 60,000 5,656 CHF 7,336 CHF 99.67% 99.67%

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