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
08/05/2024 45.92% 0.02 CHF 0.03 CHF 1,000,000 250,000 999,916 250,000 17,040 CHF 6,760 CHF 100.00% 100.00%
07/05/2024 38.13% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,560 250,000 21,213 CHF 7,850 CHF 99.73% 99.73%
06/05/2024 41.60% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,850 250,000 19,095 CHF 7,300 CHF 99.52% 99.52%
03/05/2024 42.77% 0.02 CHF 0.03 CHF 1,000,000 250,000 983,021 250,000 18,354 CHF 7,173 CHF 99.66% 99.66%
02/05/2024 55.68% 0.01 CHF 0.02 CHF 1,000,000 250,000 998,496 250,000 13,306 CHF 5,834 CHF 99.99% 99.99%
30/04/2024 71.38% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,919 250,000 9,251 CHF 4,823 CHF 99.58% 99.58%
29/04/2024 74.41% 0.01 CHF 0.02 CHF 1,000,000 250,000 974,591 250,000 8,647 CHF 4,710 CHF 95.61% 95.61%
26/04/2024 80.02% 0.01 CHF 0.02 CHF 1,000,000 250,000 974,201 250,000 7,866 CHF 4,499 CHF 97.27% 97.27%
25/04/2024 84.18% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,167 250,000 7,339 CHF 4,343 CHF 83.68% 83.68%
24/04/2024 74.83% 0.01 CHF 0.02 CHF 1,000,000 250,000 978,968 250,000 8,584 CHF 4,694 CHF 98.77% 98.77%

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