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
13/05/2024 22.24% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,911 255,315 39,886 CHF 12,825 CHF 99.38% 99.38%
10/05/2024 18.73% 0.05 CHF 0.06 CHF 1,000,000 500,000 977,382 412,912 47,378 CHF 24,388 CHF 99.39% 99.39%
08/05/2024 16.64% 0.06 CHF 0.07 CHF 1,000,000 500,000 913,286 462,059 50,277 CHF 30,076 CHF 99.39% 99.39%
07/05/2024 12.97% 0.08 CHF 0.09 CHF 600,000 300,000 700,445 362,146 50,548 CHF 29,739 CHF 99.23% 99.23%
06/05/2024 19.45% 0.06 CHF 0.07 CHF 925,000 475,000 979,505 338,251 45,822 CHF 19,720 CHF 99.21% 99.21%
03/05/2024 22.63% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,439 CHF 12,360 CHF 99.38% 99.38%
02/05/2024 19.06% 0.04 CHF 0.05 CHF 1,000,000 250,000 959,196 384,406 45,842 CHF 22,821 CHF 99.38% 99.38%
30/04/2024 14.83% 0.06 CHF 0.07 CHF 925,000 475,000 811,831 415,861 50,654 CHF 30,119 CHF 99.42% 99.42%
29/04/2024 12.63% 0.08 CHF 0.09 CHF 675,000 350,000 677,141 352,204 50,235 CHF 29,653 CHF 99.28% 99.28%
26/04/2024 12.61% 0.08 CHF 0.09 CHF 675,000 350,000 678,403 352,544 50,421 CHF 29,725 CHF 97.22% 97.22%

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