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 76.46% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,088 CHF 9,044 CHF 93.93% 93.93%
07/05/2024 67.82% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,828 CHF 9,914 CHF 92.78% 92.78%
06/05/2024 52.65% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 14,094 CHF 12,047 CHF 96.90% 96.90%
03/05/2024 41.96% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,963 CHF 14,482 CHF 97.73% 97.73%
02/05/2024 42.65% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,466 CHF 14,233 CHF 95.90% 95.90%
30/04/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 93.57% 93.57%
29/04/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 88.89% 88.89%
26/04/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 95.02% 95.02%
25/04/2024 26.77% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 32,840 CHF 21,420 CHF 95.64% 95.64%
24/04/2024 30.23% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 28,549 CHF 19,274 CHF 94.52% 94.52%

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