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
08/05/2024 85.32% 0.01 CHF 0.03 CHF 150,000 150,000 149,157 149,157 1,507 CHF 3,742 CHF 99.67% 99.67%
07/05/2024 83.53% 0.01 CHF 0.02 CHF 150,000 150,000 149,934 149,934 1,499 CHF 3,651 CHF 99.74% 99.74%
06/05/2024 65.80% 0.01 CHF 0.02 CHF 150,000 150,000 150,000 150,000 1,819 CHF 3,600 CHF 100.00% 100.00%
03/05/2024 46.75% 0.01 CHF 0.02 CHF 150,000 150,000 150,000 150,000 2,472 CHF 3,972 CHF 100.00% 100.00%
02/05/2024 39.86% 0.02 CHF 0.03 CHF 150,000 150,000 150,000 150,000 3,014 CHF 4,514 CHF 99.54% 99.54%
30/04/2024 38.89% 0.02 CHF 0.03 CHF 150,000 150,000 149,923 149,923 3,113 CHF 4,613 CHF 100.00% 100.00%
29/04/2024 37.10% 0.02 CHF 0.03 CHF 150,000 150,000 149,977 149,977 3,294 CHF 4,794 CHF 99.72% 99.72%
26/04/2024 33.08% 0.03 CHF 0.04 CHF 150,000 150,000 149,979 149,979 3,790 CHF 5,290 CHF 99.69% 99.69%
25/04/2024 28.89% 0.03 CHF 0.04 CHF 150,000 150,000 150,000 150,000 4,466 CHF 5,966 CHF 100.00% 100.00%
24/04/2024 32.13% 0.03 CHF 0.04 CHF 150,000 150,000 149,986 149,986 3,919 CHF 5,419 CHF 99.85% 99.85%

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