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 30.58% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 250,000 15,245 CHF 10,373 CHF 93.57% 93.57%
15/05/2024 29.23% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 247,987 16,087 CHF 10,703 CHF 98.94% 98.94%
14/05/2024 29.71% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 250,000 14,551 CHF 9,807 CHF 100.00% 100.00%
13/05/2024 29.56% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 250,000 15,918 CHF 10,709 CHF 100.00% 100.00%
10/05/2024 27.12% 0.03 CHF 0.05 CHF 500,000 250,000 500,000 250,000 17,551 CHF 11,525 CHF 100.00% 100.00%
08/05/2024 27.87% 0.03 CHF 0.05 CHF 500,000 250,000 500,000 250,000 16,991 CHF 11,245 CHF 94.87% 94.87%
07/05/2024 27.68% 0.03 CHF 0.05 CHF 500,000 250,000 500,000 250,000 17,398 CHF 11,492 CHF 96.26% 96.26%
06/05/2024 28.19% 0.04 CHF 0.05 CHF 500,000 250,000 500,000 250,000 17,912 CHF 11,894 CHF 97.19% 97.19%
03/05/2024 27.41% 0.04 CHF 0.05 CHF 500,000 250,000 500,000 250,000 17,845 CHF 11,754 CHF 98.25% 98.25%
02/05/2024 24.05% 0.03 CHF 0.05 CHF 500,000 250,000 500,000 250,000 21,062 CHF 13,388 CHF 99.13% 99.13%

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