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 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 98.90% 98.90%
07/05/2024 51.15% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,775 CHF 12,387 CHF 98.88% 98.88%
06/05/2024 56.39% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,030 CHF 11,515 CHF 99.06% 99.06%
03/05/2024 71.40% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,105 CHF 9,552 CHF 98.59% 98.59%
02/05/2024 70.28% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,298 CHF 9,649 CHF 99.07% 99.07%
30/04/2024 45.76% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 19,032 CHF 14,516 CHF 99.10% 99.10%
29/04/2024 14.25% 0.07 CHF 0.08 CHF 900,000 300,000 936,565 336,565 61,268 CHF 25,256 CHF 98.61% 98.61%
26/04/2024 15.33% 0.06 CHF 0.07 CHF 1,000,000 400,000 985,697 386,846 59,749 CHF 27,219 CHF 98.24% 98.24%
25/04/2024 19.56% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 433,358 47,274 CHF 24,550 CHF 98.90% 98.90%
24/04/2024 15.36% 0.06 CHF 0.07 CHF 1,000,000 400,000 1,000,000 400,000 60,144 CHF 28,058 CHF 98.66% 98.66%

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