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 25.26% 0.03 CHF 0.04 CHF 1,000,000 600,000 1,000,000 600,000 34,721 CHF 26,833 CHF 98.53% 98.53%
10/05/2024 26.09% 0.03 CHF 0.04 CHF 1,000,000 600,000 1,000,000 600,000 33,751 CHF 26,251 CHF 99.16% 99.16%
08/05/2024 30.70% 0.03 CHF 0.04 CHF 1,000,000 600,000 1,000,000 600,000 27,614 CHF 22,569 CHF 99.17% 99.17%
07/05/2024 30.22% 0.03 CHF 0.04 CHF 1,000,000 600,000 1,000,000 600,000 28,165 CHF 22,899 CHF 97.92% 97.92%
06/05/2024 27.34% 0.03 CHF 0.04 CHF 1,000,000 600,000 1,000,000 600,000 31,631 CHF 24,979 CHF 99.17% 99.17%
03/05/2024 27.84% 0.03 CHF 0.04 CHF 1,000,000 600,000 999,445 600,000 30,975 CHF 24,595 CHF 99.16% 99.16%
02/05/2024 24.71% 0.03 CHF 0.04 CHF 1,000,000 600,000 1,000,000 600,000 36,001 CHF 27,601 CHF 99.14% 99.14%
30/04/2024 10.91% 0.08 CHF 0.09 CHF 500,000 500,000 506,872 501,374 43,995 CHF 48,569 CHF 99.17% 99.17%
29/04/2024 9.60% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 49,688 CHF 54,688 CHF 99.17% 99.17%
26/04/2024 10.55% 0.10 CHF 0.11 CHF 500,000 500,000 500,000 500,000 44,940 CHF 49,940 CHF 99.16% 99.16%

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