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 58.10% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,247 CHF 11,123 CHF 95.17% 95.17%
06/05/2024 53.82% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,639 CHF 11,819 CHF 92.68% 92.68%
03/05/2024 52.74% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,977 CHF 11,988 CHF 94.84% 94.84%
02/05/2024 49.96% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,052 CHF 12,526 CHF 95.44% 95.44%
30/04/2024 52.82% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,979 CHF 11,989 CHF 94.79% 94.79%
29/04/2024 43.71% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,893 CHF 13,947 CHF 91.67% 91.67%
26/04/2024 43.83% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,852 CHF 13,926 CHF 94.44% 94.44%
25/04/2024 41.32% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,305 CHF 14,653 CHF 95.20% 95.20%
24/04/2024 39.66% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,249 CHF 15,125 CHF 96.80% 96.80%
23/04/2024 42.25% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,715 CHF 14,358 CHF 89.41% 89.41%

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