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 73.56% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,660 CHF 9,330 CHF 95.19% 95.19%
06/05/2024 68.88% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,574 CHF 9,787 CHF 92.75% 92.75%
03/05/2024 59.23% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,912 CHF 10,956 CHF 94.83% 94.83%
02/05/2024 56.57% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,703 CHF 11,352 CHF 95.44% 95.44%
30/04/2024 47.94% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 15,916 CHF 12,958 CHF 94.75% 94.75%
29/04/2024 54.86% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 13,257 CHF 11,629 CHF 91.66% 91.66%
26/04/2024 46.39% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 16,757 CHF 13,379 CHF 94.43% 94.43%
25/04/2024 40.91% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,543 CHF 14,772 CHF 95.16% 95.16%
24/04/2024 43.21% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,208 CHF 14,104 CHF 96.81% 96.81%
23/04/2024 41.46% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,135 CHF 14,568 CHF 89.38% 89.38%

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