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 17.52% 0.06 CHF 0.07 CHF 925,000 475,000 957,303 482,284 49,886 CHF 29,977 CHF 99.22% 99.22%
06/05/2024 15.98% 0.06 CHF 0.07 CHF 850,000 425,000 869,291 442,390 50,045 CHF 29,891 CHF 99.22% 99.22%
03/05/2024 15.79% 0.06 CHF 0.07 CHF 925,000 475,000 868,639 439,188 50,652 CHF 29,992 CHF 99.38% 99.38%
02/05/2024 15.50% 0.06 CHF 0.07 CHF 850,000 425,000 847,836 428,457 50,458 CHF 29,782 CHF 99.38% 99.38%
30/04/2024 17.12% 0.05 CHF 0.06 CHF 925,000 475,000 935,193 474,584 49,982 CHF 30,119 CHF 99.44% 99.44%
29/04/2024 13.23% 0.07 CHF 0.08 CHF 725,000 375,000 714,466 370,807 50,430 CHF 29,881 CHF 99.30% 99.30%
26/04/2024 13.61% 0.08 CHF 0.09 CHF 675,000 350,000 733,626 380,614 50,229 CHF 29,869 CHF 97.22% 97.22%
25/04/2024 13.72% 0.07 CHF 0.08 CHF 775,000 400,000 735,783 381,743 49,944 CHF 29,742 CHF 83.98% 83.98%
24/04/2024 12.66% 0.07 CHF 0.08 CHF 725,000 375,000 681,083 353,534 50,401 CHF 29,699 CHF 99.38% 99.38%
23/04/2024 13.64% 0.08 CHF 0.09 CHF 725,000 375,000 740,244 382,622 50,579 CHF 29,971 CHF 99.38% 99.38%

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