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
13/05/2024 89.80% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,803 CHF 1,492 CHF 84.82% 84.82%
10/05/2024 81.67% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,006 CHF 1,226 CHF 99.90% 99.90%
08/05/2024 90.15% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,816 CHF 1,499 CHF 93.72% 93.72%
07/05/2024 95.07% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,406 CHF 1,499 CHF 91.03% 91.03%
06/05/2024 68.23% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,023 CHF 85.35% 86.92%
03/05/2024 78.58% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,179 CHF 94.51% 94.51%
02/05/2024 91.56% 0.01 CHF 0.02 CHF 500,000 50,000 500,000 50,000 5,117 CHF 1,395 CHF 92.96% 92.96%
30/04/2024 81.77% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,000 CHF 1,227 CHF 100.00% 100.00%
29/04/2024 87.28% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 6,060 CHF 1,500 CHF 74.55% 74.55%
26/04/2024 97.04% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 5,245 CHF 1,500 CHF 99.26% 99.26%

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