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 66.37% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,055 CHF 2,011 CHF 99.85% 99.85%
07/05/2024 65.44% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 6,712 CHF 2,579 CHF 98.60% 98.60%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 100.00% 100.00%
03/05/2024 47.22% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 8,646 CHF 2,729 CHF 83.31% 83.31%
02/05/2024 92.72% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 5,095 CHF 2,816 CHF 99.11% 99.11%
30/04/2024 60.03% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 6,676 CHF 2,404 CHF 100.00% 100.00%
29/04/2024 65.65% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,191 CHF 2,038 CHF 100.00% 100.00%
26/04/2024 63.82% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,533 CHF 2,107 CHF 99.23% 99.23%
25/04/2024 58.11% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 6,894 CHF 2,425 CHF 99.39% 99.39%
24/04/2024 61.25% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 6,016 CHF 2,203 CHF 100.00% 100.00%

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