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 8.21% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 117,080 CHF 50,832 CHF 98.90% 98.90%
07/05/2024 7.47% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 129,292 CHF 55,717 CHF 98.88% 98.88%
06/05/2024 7.95% 0.12 CHF 0.13 CHF 1,000,000 400,000 1,000,000 400,000 121,164 CHF 52,465 CHF 99.08% 99.08%
03/05/2024 9.22% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,005 103,643 CHF 45,458 CHF 98.62% 98.62%
02/05/2024 9.37% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 101,852 CHF 44,741 CHF 98.02% 98.02%
30/04/2024 8.12% 0.10 CHF 0.11 CHF 1,000,000 400,000 995,624 395,624 118,530 CHF 50,976 CHF 99.06% 99.06%
29/04/2024 4.90% 0.20 CHF 0.21 CHF 750,000 250,000 750,000 250,000 149,467 CHF 52,322 CHF 98.60% 98.60%
26/04/2024 5.16% 0.19 CHF 0.20 CHF 750,000 250,000 755,998 251,999 142,732 CHF 50,097 CHF 98.25% 98.25%
25/04/2024 5.82% 0.16 CHF 0.17 CHF 900,000 300,000 840,432 280,144 140,214 CHF 49,540 CHF 98.99% 98.99%
24/04/2024 5.26% 0.18 CHF 0.19 CHF 750,000 250,000 750,000 250,000 138,956 CHF 48,819 CHF 98.39% 98.39%

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