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 54.48% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 13,402 CHF 23,402 CHF 99.29% 99.29%
07/05/2024 44.02% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 999,435 999,435 17,798 CHF 27,798 CHF 99.92% 99.92%
06/05/2024 39.47% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 20,379 CHF 30,379 CHF 100.00% 100.00%
03/05/2024 40.84% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 19,796 CHF 29,796 CHF 99.43% 99.43%
02/05/2024 57.30% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 12,568 CHF 22,568 CHF 100.00% 100.00%
30/04/2024 48.55% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 15,730 CHF 25,730 CHF 99.16% 99.16%
29/04/2024 41.33% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 19,291 CHF 29,291 CHF 99.81% 99.81%
26/04/2024 36.99% 0.01 CHF 0.02 CHF 1,000,000 1,000,000 1,000,000 1,000,000 22,431 CHF 32,431 CHF 99.35% 99.35%
25/04/2024 38.64% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 21,029 CHF 31,029 CHF 99.24% 99.24%
24/04/2024 47.45% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 999,993 999,993 16,092 CHF 26,092 CHF 99.60% 99.60%

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