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 30.68% 0.03 CHF 0.04 CHF 200,000 200,000 200,000 200,000 5,535 CHF 7,535 CHF 99.06% 99.06%
07/05/2024 35.84% 0.02 CHF 0.03 CHF 200,000 200,000 202,547 202,547 4,660 CHF 6,688 CHF 100.00% 100.00%
06/05/2024 36.68% 0.02 CHF 0.03 CHF 210,000 210,000 206,661 206,661 4,609 CHF 6,676 CHF 100.00% 100.00%
03/05/2024 43.09% 0.02 CHF 0.03 CHF 210,000 210,000 208,300 208,300 4,742 CHF 7,407 CHF 100.00% 100.00%
02/05/2024 36.71% 0.03 CHF 0.04 CHF 200,000 200,000 200,000 200,000 7,560 CHF 10,876 CHF 100.00% 100.00%
30/04/2024 22.87% 0.07 CHF 0.08 CHF 130,000 130,000 129,661 129,661 10,164 CHF 12,819 CHF 97.89% 97.89%
29/04/2024 3.19% 0.30 CHF 0.31 CHF 120,000 120,000 120,000 120,000 37,062 CHF 38,262 CHF 100.00% 100.00%
26/04/2024 3.74% 0.30 CHF 0.31 CHF 140,000 140,000 139,981 139,981 36,876 CHF 38,276 CHF 99.59% 99.59%
25/04/2024 3.56% 0.22 CHF 0.23 CHF 130,000 130,000 129,993 129,993 36,491 CHF 37,791 CHF 99.97% 99.97%
24/04/2024 3.29% 0.29 CHF 0.30 CHF 130,000 130,000 129,958 129,958 38,895 CHF 40,195 CHF 99.86% 99.86%

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