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 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.92% 98.92%
07/05/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 97.53% 97.53%
06/05/2024 137.86% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,280 CHF 6,140 CHF 98.38% 98.38%
03/05/2024 94.00% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 5,671 CHF 7,835 CHF 97.69% 97.69%
02/05/2024 73.92% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,580 CHF 9,290 CHF 99.37% 99.37%
30/04/2024 79.63% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,644 CHF 8,822 CHF 99.20% 99.20%
29/04/2024 71.35% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,024 CHF 9,512 CHF 99.34% 99.34%
26/04/2024 55.88% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,928 CHF 11,464 CHF 99.40% 99.40%
25/04/2024 42.14% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,912 CHF 14,456 CHF 97.31% 97.31%
24/04/2024 59.96% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,718 CHF 10,859 CHF 99.17% 99.17%

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