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 66.67% 0.01 CHF 0.02 CHF 1,000,000 600,000 1,000,000 600,000 10,000 CHF 12,000 CHF 95.38% 99.16%
08/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 600,000 1,000,000 600,000 10,000 CHF 12,000 CHF 98.42% 99.17%
07/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 600,000 1,000,000 600,000 10,000 CHF 12,000 CHF 97.92% 97.92%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 600,000 1,000,000 600,000 10,000 CHF 12,000 CHF 99.17% 99.17%
03/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 600,000 1,000,000 600,000 10,000 CHF 12,000 CHF 99.16% 99.16%
02/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 600,000 1,000,000 600,000 10,000 CHF 12,000 CHF 99.14% 99.14%
30/04/2024 32.44% 0.02 CHF 0.03 CHF 1,000,000 600,000 1,000,000 600,000 26,619 CHF 21,971 CHF 99.17% 99.17%
29/04/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 600,000 1,000,000 600,000 30,000 CHF 24,000 CHF 99.17% 99.17%
26/04/2024 28.67% 0.03 CHF 0.04 CHF 1,000,000 600,000 1,000,000 600,000 29,914 CHF 23,949 CHF 99.16% 99.16%
25/04/2024 27.46% 0.03 CHF 0.04 CHF 1,000,000 600,000 1,000,000 600,000 31,756 CHF 25,054 CHF 97.44% 97.44%

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