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
07/05/2024 40.02% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,994 CHF 14,997 CHF 95.19% 95.19%
06/05/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 92.78% 92.78%
03/05/2024 39.71% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,257 CHF 15,128 CHF 94.91% 94.91%
02/05/2024 36.62% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 22,955 CHF 16,477 CHF 95.43% 95.43%
30/04/2024 28.63% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,948 CHF 19,974 CHF 94.77% 94.77%
29/04/2024 32.85% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 26,255 CHF 18,127 CHF 91.71% 91.71%
26/04/2024 26.30% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 33,572 CHF 21,786 CHF 94.54% 94.54%
25/04/2024 24.57% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 36,299 CHF 23,150 CHF 95.19% 95.19%
24/04/2024 26.97% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 32,517 CHF 21,259 CHF 96.82% 96.82%
23/04/2024 24.10% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 37,042 CHF 23,521 CHF 89.35% 89.35%

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