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 30.41% 0.03 CHF 0.04 CHF 1,000,000 1,000,000 1,000,000 1,000,000 27,926 CHF 37,926 CHF 99.29% 99.29%
07/05/2024 33.01% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 999,270 999,270 25,416 CHF 35,416 CHF 99.92% 99.92%
06/05/2024 32.70% 0.02 CHF 0.03 CHF 1,000,000 1,000,000 1,000,000 1,000,000 25,695 CHF 35,695 CHF 100.00% 100.00%
03/05/2024 26.36% 0.03 CHF 0.04 CHF 1,000,000 1,000,000 1,000,000 1,000,000 33,573 CHF 43,573 CHF 99.42% 99.42%
02/05/2024 19.57% 0.05 CHF 0.06 CHF 1,000,000 1,000,000 1,000,000 1,000,000 46,258 CHF 56,258 CHF 100.00% 100.00%
30/04/2024 20.05% 0.05 CHF 0.06 CHF 1,000,000 1,000,000 1,000,000 1,000,000 45,087 CHF 55,087 CHF 99.16% 99.16%
29/04/2024 18.20% 0.05 CHF 0.06 CHF 1,000,000 1,000,000 1,000,000 1,000,000 50,018 CHF 60,018 CHF 99.81% 99.81%
26/04/2024 18.53% 0.06 CHF 0.07 CHF 1,000,000 1,000,000 1,000,000 1,000,000 49,228 CHF 59,228 CHF 99.33% 99.33%
25/04/2024 17.95% 0.05 CHF 0.06 CHF 1,000,000 1,000,000 1,000,000 1,000,000 50,948 CHF 60,948 CHF 99.24% 99.24%
24/04/2024 16.37% 0.06 CHF 0.07 CHF 1,000,000 1,000,000 999,991 999,991 56,116 CHF 66,116 CHF 99.59% 99.59%

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