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 101.48% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,867 CHF 7,433 CHF 94.02% 94.02%
07/05/2024 95.87% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 5,478 CHF 7,739 CHF 92.83% 92.83%
06/05/2024 78.01% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,862 CHF 8,931 CHF 96.84% 96.84%
03/05/2024 66.09% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,197 CHF 10,098 CHF 97.73% 97.73%
02/05/2024 65.39% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,313 CHF 10,157 CHF 95.88% 95.88%
30/04/2024 60.20% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,649 CHF 10,825 CHF 93.48% 93.48%
29/04/2024 53.79% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,609 CHF 11,804 CHF 88.75% 88.75%
26/04/2024 45.92% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,829 CHF 13,415 CHF 95.04% 95.04%
25/04/2024 40.90% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,558 CHF 14,779 CHF 95.59% 95.59%
24/04/2024 47.21% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,222 CHF 13,111 CHF 94.52% 94.52%

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