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 22.54% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 19,746 CHF 4,949 CHF 99.74% 99.74%
07/05/2024 28.57% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,000 CHF 4,000 CHF 90.72% 90.72%
06/05/2024 27.17% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 16,105 CHF 4,221 CHF 97.92% 97.92%
03/05/2024 28.57% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,000 CHF 4,000 CHF 97.84% 97.84%
02/05/2024 28.57% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,000 CHF 4,000 CHF 99.41% 99.41%
30/04/2024 28.38% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,148 CHF 4,030 CHF 98.23% 98.23%
29/04/2024 28.57% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,000 CHF 4,000 CHF 95.95% 95.95%
26/04/2024 28.24% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,261 CHF 4,052 CHF 98.27% 98.27%
25/04/2024 28.22% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 15,672 CHF 4,140 CHF 98.73% 98.73%
24/04/2024 22.22% 0.04 CHF 0.05 CHF 500,000 100,000 500,000 100,000 20,000 CHF 5,000 CHF 99.90% 99.90%

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