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
10/05/2024 26.93% 0.03 CHF 0.04 CHF 900,000 300,000 900,000 300,000 29,321 CHF 12,774 CHF 99.17% 99.17%
08/05/2024 22.06% 0.04 CHF 0.05 CHF 900,000 300,000 900,000 300,000 36,399 CHF 15,133 CHF 99.17% 99.17%
07/05/2024 27.06% 0.04 CHF 0.05 CHF 900,000 300,000 900,000 300,000 29,139 CHF 12,713 CHF 97.93% 97.93%
06/05/2024 28.46% 0.03 CHF 0.04 CHF 900,000 300,000 900,000 300,000 27,159 CHF 12,053 CHF 99.17% 99.17%
03/05/2024 27.28% 0.03 CHF 0.04 CHF 900,000 300,000 900,000 300,000 28,834 CHF 12,611 CHF 99.16% 99.16%
02/05/2024 17.92% 0.04 CHF 0.05 CHF 900,000 300,000 900,000 300,000 47,167 CHF 18,722 CHF 99.15% 99.15%
30/04/2024 8.20% 0.09 CHF 0.10 CHF 900,000 300,000 783,300 261,100 93,143 CHF 33,659 CHF 99.17% 99.17%
29/04/2024 2.41% 0.40 CHF 0.41 CHF 450,000 150,000 450,000 150,000 184,847 CHF 63,116 CHF 99.17% 99.17%
26/04/2024 2.78% 0.39 CHF 0.40 CHF 450,000 150,000 450,000 150,000 159,957 CHF 54,819 CHF 99.16% 99.16%
25/04/2024 2.63% 0.30 CHF 0.31 CHF 450,000 150,000 450,000 150,000 171,066 CHF 58,522 CHF 98.09% 98.09%

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