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 66.67% 0.01 CHF 0.02 CHF 750,000 250,000 750,000 250,000 7,500 CHF 5,000 CHF 98.53% 98.53%
10/05/2024 66.67% 0.01 CHF 0.02 CHF 750,000 250,000 750,000 250,000 7,500 CHF 5,000 CHF 99.17% 99.17%
08/05/2024 65.25% 0.01 CHF 0.02 CHF 750,000 250,000 750,000 250,000 7,898 CHF 5,133 CHF 99.17% 99.17%
07/05/2024 66.67% 0.01 CHF 0.02 CHF 750,000 250,000 750,000 250,000 7,500 CHF 5,000 CHF 97.93% 97.93%
06/05/2024 42.38% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 14,331 CHF 7,277 CHF 99.17% 99.17%
03/05/2024 45.31% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 13,507 CHF 7,002 CHF 99.17% 99.17%
02/05/2024 38.46% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 16,013 CHF 7,838 CHF 99.15% 99.15%
30/04/2024 28.57% 0.03 CHF 0.04 CHF 750,000 250,000 750,000 250,000 22,500 CHF 10,000 CHF 99.17% 99.17%
29/04/2024 28.57% 0.03 CHF 0.04 CHF 750,000 250,000 750,000 250,000 22,500 CHF 10,000 CHF 99.17% 99.17%
26/04/2024 22.57% 0.03 CHF 0.04 CHF 750,000 250,000 750,000 250,000 29,654 CHF 12,385 CHF 99.17% 99.17%

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