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
13/05/2024 41.55% 0.02 CHF 0.03 CHF 600,000 600,000 600,000 600,000 11,465 CHF 17,465 CHF 100.00% 100.00%
10/05/2024 39.01% 0.02 CHF 0.03 CHF 600,000 600,000 600,000 600,000 12,399 CHF 18,399 CHF 100.00% 100.00%
08/05/2024 32.05% 0.03 CHF 0.04 CHF 600,000 600,000 599,766 599,766 15,734 CHF 21,734 CHF 99.63% 99.63%
07/05/2024 31.31% 0.03 CHF 0.04 CHF 600,000 600,000 599,675 599,675 16,188 CHF 22,188 CHF 100.00% 100.00%
06/05/2024 32.26% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 15,617 CHF 21,617 CHF 100.00% 100.00%
03/05/2024 28.82% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 17,849 CHF 23,849 CHF 100.00% 100.00%
02/05/2024 26.85% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 19,365 CHF 25,365 CHF 100.00% 100.00%
30/04/2024 27.85% 0.03 CHF 0.04 CHF 600,000 600,000 600,000 600,000 18,562 CHF 24,562 CHF 100.00% 100.00%
29/04/2024 25.31% 0.03 CHF 0.04 CHF 600,000 600,000 599,745 599,745 20,726 CHF 26,726 CHF 100.00% 100.00%
26/04/2024 23.19% 0.04 CHF 0.05 CHF 600,000 600,000 600,000 600,000 22,886 CHF 28,886 CHF 99.53% 99.53%

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