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
24/05/2024 35.25% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 250,000 12,863 CHF 9,182 CHF 90.94% 90.94%
23/05/2024 31.61% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 250,000 14,472 CHF 9,952 CHF 98.54% 98.54%
22/05/2024 31.91% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 250,000 14,508 CHF 10,004 CHF 92.19% 92.19%
21/05/2024 35.31% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 250,000 11,704 CHF 8,352 CHF 100.00% 100.00%
17/05/2024 36.50% 0.02 CHF 0.03 CHF 500,000 250,000 500,000 250,000 12,365 CHF 8,933 CHF 100.00% 100.00%
16/05/2024 32.38% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 250,000 14,245 CHF 9,873 CHF 93.57% 93.57%
15/05/2024 30.88% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 247,987 15,087 CHF 10,207 CHF 98.94% 98.94%
14/05/2024 31.57% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 250,000 13,551 CHF 9,307 CHF 100.00% 100.00%
13/05/2024 31.24% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 250,000 14,918 CHF 10,209 CHF 100.00% 100.00%
10/05/2024 28.53% 0.03 CHF 0.04 CHF 500,000 250,000 500,000 250,000 16,551 CHF 11,025 CHF 100.00% 100.00%

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