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 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.86% 98.86%
08/05/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 98.89% 98.89%
07/05/2024 20.57% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 44,090 CHF 27,045 CHF 97.84% 97.84%
06/05/2024 21.99% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,566 CHF 25,283 CHF 99.06% 99.06%
03/05/2024 26.13% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 33,847 CHF 21,923 CHF 98.61% 98.61%
02/05/2024 25.33% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 35,110 CHF 22,555 CHF 98.00% 98.00%
30/04/2024 21.48% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 41,955 CHF 25,978 CHF 98.26% 98.26%
29/04/2024 13.23% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 70,644 CHF 40,322 CHF 98.61% 98.61%
26/04/2024 13.79% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 67,774 CHF 38,887 CHF 98.24% 98.24%
25/04/2024 15.78% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 58,592 CHF 34,296 CHF 99.00% 99.00%

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