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 10.32% 0.09 CHF 0.10 CHF 960,000 960,000 960,000 960,000 88,234 CHF 97,834 CHF 99.29% 99.29%
07/05/2024 11.31% 0.08 CHF 0.09 CHF 1,000,000 1,000,000 999,484 999,484 83,631 CHF 93,631 CHF 99.92% 99.92%
06/05/2024 11.45% 0.08 CHF 0.09 CHF 1,000,000 1,000,000 1,000,000 1,000,000 82,485 CHF 92,485 CHF 100.00% 100.00%
03/05/2024 9.95% 0.09 CHF 0.10 CHF 880,000 880,000 880,000 880,000 84,912 CHF 93,712 CHF 99.40% 99.40%
02/05/2024 7.77% 0.13 CHF 0.14 CHF 860,000 860,000 860,000 860,000 106,624 CHF 115,224 CHF 99.99% 99.99%
30/04/2024 8.08% 0.13 CHF 0.14 CHF 890,000 890,000 890,000 890,000 105,975 CHF 114,875 CHF 99.16% 99.16%
29/04/2024 7.73% 0.12 CHF 0.13 CHF 830,000 830,000 830,000 830,000 103,337 CHF 111,637 CHF 99.81% 99.81%
26/04/2024 7.99% 0.15 CHF 0.16 CHF 920,000 920,000 920,000 920,000 111,096 CHF 120,296 CHF 99.33% 99.33%
25/04/2024 7.75% 0.13 CHF 0.14 CHF 840,000 840,000 840,000 840,000 104,582 CHF 112,982 CHF 99.22% 99.22%
24/04/2024 7.07% 0.14 CHF 0.15 CHF 860,000 860,000 859,992 859,992 117,363 CHF 125,963 CHF 99.60% 99.60%

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