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
10/05/2024 41.20% 0.01 CHF 0.02 CHF 900,000 300,000 900,000 300,000 17,594 CHF 8,865 CHF 99.17% 99.17%
08/05/2024 39.94% 0.02 CHF 0.03 CHF 900,000 300,000 900,000 300,000 18,049 CHF 9,016 CHF 99.17% 99.17%
07/05/2024 40.00% 0.02 CHF 0.03 CHF 900,000 300,000 900,000 300,000 18,000 CHF 9,000 CHF 97.93% 97.93%
06/05/2024 41.78% 0.02 CHF 0.03 CHF 900,000 300,000 900,000 300,000 17,399 CHF 8,800 CHF 99.17% 99.17%
03/05/2024 44.56% 0.02 CHF 0.03 CHF 900,000 300,000 900,000 300,000 16,462 CHF 8,487 CHF 99.16% 99.16%
02/05/2024 30.54% 0.02 CHF 0.03 CHF 900,000 300,000 900,000 300,000 26,005 CHF 11,668 CHF 99.15% 99.15%
30/04/2024 13.08% 0.05 CHF 0.06 CHF 900,000 300,000 897,764 299,255 67,733 CHF 25,570 CHF 99.17% 99.17%
29/04/2024 3.25% 0.30 CHF 0.31 CHF 450,000 150,000 450,000 150,000 136,320 CHF 46,940 CHF 99.17% 99.17%
26/04/2024 3.77% 0.29 CHF 0.30 CHF 450,000 150,000 467,769 155,923 121,688 CHF 42,122 CHF 99.16% 99.16%
25/04/2024 3.54% 0.22 CHF 0.23 CHF 600,000 200,000 492,022 164,007 136,727 CHF 47,216 CHF 98.09% 98.09%

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