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 89.71% 0.02 CHF 0.03 CHF 500,000 500,000 185,045 185,045 2,451 CHF 5,089 CHF 98.48% 98.48%
15/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,000 CHF 10,000 CHF 21.63% 99.62%
14/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,000 CHF 10,000 CHF 19.03% 99.62%
13/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,000 CHF 10,000 CHF 21.63% 99.61%
10/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,000 CHF 10,000 CHF 21.02% 90.84%
08/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,000 CHF 10,000 CHF 21.63% 99.62%
07/05/2024 67.13% 0.01 CHF 0.02 CHF 500,000 500,000 494,390 494,390 4,944 CHF 9,902 CHF 21.94% 99.63%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,000 CHF 10,000 CHF 21.63% 98.38%
03/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 500,000 500,000 500,000 5,000 CHF 10,000 CHF 5.12% 99.63%
02/05/2024 - - CHF 0.02 CHF 0 500,000 0 0 0 CHF 0 CHF 0.00% 99.52%

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