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 0.18% 5.56 CHF 5.57 CHF 80,000 80,000 79,549 79,549 440,384 CHF 441,184 CHF 99.67% 99.67%
07/05/2024 0.18% 5.65 CHF 5.66 CHF 80,000 80,000 79,961 79,961 444,649 CHF 445,449 CHF 99.75% 99.75%
06/05/2024 0.19% 5.28 CHF 5.29 CHF 80,000 80,000 80,000 80,000 416,282 CHF 417,082 CHF 100.00% 100.00%
03/05/2024 0.21% 4.85 CHF 4.86 CHF 80,000 80,000 80,000 80,000 382,424 CHF 383,224 CHF 99.28% 99.28%
02/05/2024 0.23% 4.41 CHF 4.42 CHF 90,000 90,000 90,000 90,000 398,460 CHF 399,360 CHF 99.40% 99.40%
30/04/2024 0.20% 4.77 CHF 4.78 CHF 80,000 80,000 80,000 80,000 398,207 CHF 399,007 CHF 99.50% 99.50%
29/04/2024 0.20% 5.02 CHF 5.03 CHF 90,000 90,000 89,984 89,984 453,257 CHF 454,157 CHF 99.74% 99.74%
26/04/2024 0.21% 4.93 CHF 4.94 CHF 90,000 90,000 90,000 90,000 437,357 CHF 438,257 CHF 99.57% 99.57%
25/04/2024 0.23% 4.22 CHF 4.23 CHF 90,000 90,000 90,000 90,000 394,753 CHF 395,653 CHF 99.95% 99.95%
24/04/2024 0.21% 4.65 CHF 4.66 CHF 90,000 90,000 89,998 89,998 432,831 CHF 433,731 CHF 99.84% 99.84%

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