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
10/05/2024 0.04% 23.24 CHF 23.25 CHF 250,000 250,000 250,000 250,000 5,836,780 CHF 5,839,280 CHF 99.99% 99.99%
08/05/2024 0.04% 22.99 CHF 23.00 CHF 250,000 250,000 249,951 249,951 5,739,300 CHF 5,741,800 CHF 99.67% 99.67%
07/05/2024 0.04% 23.04 CHF 23.05 CHF 250,000 250,000 249,872 249,872 5,735,380 CHF 5,737,880 CHF 99.72% 99.72%
06/05/2024 0.04% 22.66 CHF 22.67 CHF 250,000 250,000 250,000 250,000 5,640,720 CHF 5,643,220 CHF 100.00% 100.00%
03/05/2024 0.05% 22.17 CHF 22.18 CHF 250,000 250,000 250,000 250,000 5,533,040 CHF 5,535,540 CHF 99.58% 99.58%
02/05/2024 0.05% 21.86 CHF 21.87 CHF 250,000 250,000 250,000 250,000 5,462,360 CHF 5,464,860 CHF 99.56% 99.56%
30/04/2024 0.04% 22.29 CHF 22.30 CHF 250,000 250,000 249,774 249,774 5,602,320 CHF 5,604,820 CHF 99.98% 99.98%
29/04/2024 0.04% 22.43 CHF 22.44 CHF 250,000 250,000 249,961 249,961 5,612,990 CHF 5,615,490 CHF 99.63% 99.63%
26/04/2024 0.04% 22.40 CHF 22.41 CHF 250,000 250,000 249,991 249,991 5,567,490 CHF 5,569,990 CHF 99.66% 99.66%
25/04/2024 0.05% 21.56 CHF 21.57 CHF 250,000 250,000 250,000 250,000 5,438,500 CHF 5,441,000 CHF 99.96% 99.96%

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