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 104.59% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,603 CHF 7,302 CHF 98.90% 98.90%
07/05/2024 108.56% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,337 CHF 7,168 CHF 98.90% 98.90%
06/05/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.08% 99.08%
03/05/2024 62.64% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,511 CHF 10,755 CHF 98.64% 98.64%
02/05/2024 42.57% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,037 CHF 14,518 CHF 99.08% 99.08%
30/04/2024 39.02% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,855 CHF 15,428 CHF 99.10% 99.10%
29/04/2024 60.52% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,571 CHF 10,786 CHF 98.61% 98.61%
26/04/2024 50.55% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 14,807 CHF 12,404 CHF 98.30% 98.30%
25/04/2024 45.63% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,138 CHF 13,569 CHF 98.94% 98.94%
24/04/2024 49.49% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,226 CHF 12,613 CHF 98.64% 98.64%

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