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
29/05/2024 40.28% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,350 250,000 19,757 CHF 7,472 CHF 99.59% 99.59%
28/05/2024 40.85% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,577 CHF 7,394 CHF 99.83% 99.83%
27/05/2024 40.24% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,880 CHF 7,470 CHF 100.00% 100.00%
24/05/2024 40.19% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 19,903 CHF 7,476 CHF 100.00% 100.00%
23/05/2024 40.19% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,977 250,000 19,815 CHF 7,489 CHF 99.70% 99.70%
22/05/2024 39.98% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,927 250,000 19,935 CHF 7,504 CHF 98.51% 98.51%
21/05/2024 33.76% 0.02 CHF 0.03 CHF 1,000,000 250,000 985,600 250,000 24,319 CHF 8,670 CHF 100.00% 100.00%
17/05/2024 30.66% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 27,808 CHF 9,452 CHF 99.65% 99.65%
16/05/2024 36.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 22,749 CHF 8,187 CHF 99.85% 99.85%
15/05/2024 33.64% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 24,771 CHF 8,693 CHF 100.00% 100.00%

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