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
07/05/2024 64.43% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,603 CHF 10,302 CHF 98.89% 98.89%
06/05/2024 69.22% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,524 CHF 9,762 CHF 99.09% 99.09%
03/05/2024 78.80% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,749 CHF 8,875 CHF 98.63% 98.63%
02/05/2024 75.11% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,356 CHF 9,178 CHF 97.95% 97.95%
30/04/2024 65.60% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,401 CHF 10,200 CHF 98.38% 98.38%
29/04/2024 31.70% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 26,613 CHF 18,307 CHF 98.60% 98.60%
26/04/2024 34.24% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 24,318 CHF 17,159 CHF 98.26% 98.26%
25/04/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.90% 98.90%
24/04/2024 37.94% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,805 CHF 15,902 CHF 98.67% 98.67%
23/04/2024 33.51% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 25,679 CHF 17,839 CHF 98.88% 98.88%

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