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 25.01% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 35,602 CHF 22,801 CHF 98.90% 98.90%
07/05/2024 27.12% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,284 CHF 21,142 CHF 98.88% 98.88%
06/05/2024 21.04% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 43,120 CHF 26,560 CHF 99.09% 99.09%
03/05/2024 15.89% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 484,285 58,610 CHF 33,051 CHF 98.60% 98.60%
02/05/2024 13.45% 0.07 CHF 0.08 CHF 1,000,000 400,000 1,000,000 405,525 69,477 CHF 32,180 CHF 97.96% 97.96%
30/04/2024 12.65% 0.08 CHF 0.09 CHF 1,000,000 400,000 1,000,000 442,910 74,445 CHF 37,238 CHF 98.30% 98.30%
29/04/2024 22.34% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,810 CHF 24,905 CHF 98.64% 98.64%
26/04/2024 19.55% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 46,615 CHF 28,308 CHF 98.30% 98.30%
25/04/2024 17.17% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 53,817 CHF 31,909 CHF 99.02% 99.02%
24/04/2024 18.36% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,565 CHF 29,782 CHF 98.72% 98.72%

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