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 22.22% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 3,000,000 3,000,000 120,000 CHF 150,000 CHF 99.25% 99.25%
07/05/2024 22.23% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 2,999,650 2,999,650 119,986 CHF 149,986 CHF 95.46% 95.46%
06/05/2024 22.22% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 3,000,000 3,000,000 120,000 CHF 150,000 CHF 98.38% 98.38%
03/05/2024 22.22% 0.04 CHF 0.05 CHF 2,753,000 2,753,000 2,753,370 2,753,370 110,135 CHF 137,669 CHF 100.00% 100.00%
02/05/2024 20.18% 0.05 CHF 0.06 CHF 2,798,500 2,798,500 2,798,210 2,798,210 124,777 CHF 152,759 CHF 100.00% 100.00%
30/04/2024 20.04% 0.05 CHF 0.06 CHF 2,995,800 2,995,800 2,995,020 2,995,020 134,536 CHF 164,494 CHF 100.00% 100.00%
29/04/2024 21.93% 0.05 CHF 0.06 CHF 3,000,000 3,000,000 2,952,500 2,952,500 120,079 CHF 149,604 CHF 99.99% 99.99%
26/04/2024 20.42% 0.04 CHF 0.05 CHF 2,699,800 2,699,800 2,758,780 2,758,780 121,607 CHF 149,195 CHF 98.65% 98.65%
25/04/2024 20.00% 0.05 CHF 0.06 CHF 2,933,800 2,933,800 2,944,300 2,944,300 132,494 CHF 161,937 CHF 100.00% 100.00%
24/04/2024 21.78% 0.05 CHF 0.06 CHF 2,945,500 2,945,500 2,895,200 2,895,200 118,761 CHF 147,713 CHF 99.71% 99.71%

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