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 43.87% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,903 CHF 13,952 CHF 95.20% 95.20%
06/05/2024 36.78% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,319 CHF 16,160 CHF 92.69% 92.69%
03/05/2024 34.06% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 25,200 CHF 17,600 CHF 94.88% 94.88%
02/05/2024 30.85% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,008 CHF 19,004 CHF 95.43% 95.43%
30/04/2024 38.15% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,623 CHF 15,811 CHF 94.77% 94.77%
29/04/2024 23.26% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 438,498 38,361 CHF 21,106 CHF 91.67% 91.67%
26/04/2024 22.25% 0.04 CHF 0.05 CHF 1,000,000 400,000 1,000,000 458,328 39,960 CHF 22,896 CHF 94.47% 94.47%
25/04/2024 22.49% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 482,521 39,946 CHF 24,000 CHF 95.15% 95.15%
24/04/2024 21.36% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 434,790 42,137 CHF 22,594 CHF 96.73% 96.73%
23/04/2024 23.24% 0.04 CHF 0.05 CHF 1,000,000 400,000 1,000,000 497,581 38,393 CHF 24,076 CHF 89.38% 89.38%

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