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
07/05/2024 100.01% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,999,670 2,999,670 14,998 CHF 44,998 CHF 96.24% 96.24%
06/05/2024 100.00% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 15,000 CHF 45,000 CHF 98.36% 98.36%
03/05/2024 85.96% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 21,317 CHF 51,317 CHF 100.00% 100.00%
02/05/2024 89.01% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 19,944 CHF 49,944 CHF 99.99% 99.99%
30/04/2024 100.03% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,998,870 2,998,870 14,994 CHF 44,994 CHF 100.00% 100.00%
29/04/2024 100.00% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 15,000 CHF 45,000 CHF 99.99% 99.99%
26/04/2024 72.93% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 27,182 CHF 57,182 CHF 98.65% 98.65%
25/04/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 3,000,000 3,000,000 30,000 CHF 60,000 CHF 100.00% 100.00%
24/04/2024 72.14% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,999,610 2,999,610 27,539 CHF 57,539 CHF 99.76% 99.76%
23/04/2024 66.67% 0.01 CHF 0.02 CHF 3,000,000 3,000,000 2,999,750 2,999,750 29,998 CHF 59,998 CHF 100.00% 100.00%

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