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 6.78% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 142,826 CHF 61,130 CHF 98.89% 98.89%
07/05/2024 6.34% 0.16 CHF 0.17 CHF 1,000,000 400,000 1,000,000 400,000 153,014 CHF 65,206 CHF 98.88% 98.88%
06/05/2024 6.74% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 143,793 CHF 61,517 CHF 99.08% 99.08%
03/05/2024 7.51% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 417,895 128,300 CHF 57,660 CHF 98.59% 98.59%
02/05/2024 7.48% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 128,780 CHF 55,512 CHF 99.08% 99.08%
30/04/2024 6.92% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 401,342 140,480 CHF 60,367 CHF 98.23% 98.23%
29/04/2024 4.74% 0.21 CHF 0.22 CHF 900,000 300,000 900,968 300,968 185,500 CHF 64,972 CHF 98.62% 98.62%
26/04/2024 4.91% 0.20 CHF 0.21 CHF 1,000,000 400,000 982,152 382,152 195,386 CHF 79,755 CHF 98.30% 98.30%
25/04/2024 5.39% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 180,939 CHF 76,376 CHF 99.03% 99.03%
24/04/2024 4.96% 0.19 CHF 0.20 CHF 1,000,000 400,000 999,345 399,345 196,396 CHF 82,473 CHF 98.61% 98.61%

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