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 22.56% 0.04 CHF 0.05 CHF 1,000,000 250,000 990,044 250,000 38,990 CHF 12,348 CHF 99.38% 99.38%
08/05/2024 19.84% 0.04 CHF 0.05 CHF 1,000,000 250,000 961,743 364,312 44,762 CHF 21,528 CHF 99.39% 99.39%
07/05/2024 13.55% 0.09 CHF 0.10 CHF 625,000 325,000 735,626 378,658 50,541 CHF 29,833 CHF 99.24% 99.24%
06/05/2024 15.90% 0.06 CHF 0.07 CHF 925,000 475,000 862,956 418,787 50,024 CHF 28,791 CHF 99.20% 99.20%
03/05/2024 20.39% 0.05 CHF 0.06 CHF 1,000,000 250,000 990,794 301,456 44,001 CHF 16,692 CHF 99.39% 99.39%
02/05/2024 19.88% 0.05 CHF 0.06 CHF 1,000,000 250,000 980,286 287,411 44,561 CHF 16,157 CHF 99.39% 99.39%
30/04/2024 16.11% 0.04 CHF 0.05 CHF 1,000,000 500,000 862,766 439,745 49,171 CHF 29,741 CHF 99.43% 99.43%
29/04/2024 6.07% 0.16 CHF 0.17 CHF 300,000 300,000 323,843 323,843 51,756 CHF 54,995 CHF 99.29% 99.29%
26/04/2024 6.69% 0.15 CHF 0.16 CHF 325,000 325,000 360,294 360,295 52,047 CHF 55,650 CHF 97.23% 97.23%
25/04/2024 8.49% 0.11 CHF 0.12 CHF 500,000 500,000 454,189 430,437 51,278 CHF 53,375 CHF 83.98% 83.98%

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