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 0.12% 8.56 CHF 8.57 CHF 90,000 90,000 89,484 89,484 764,265 CHF 765,165 CHF 99.67% 99.67%
07/05/2024 0.12% 8.65 CHF 8.66 CHF 90,000 90,000 89,958 89,958 769,653 CHF 770,553 CHF 99.74% 99.74%
06/05/2024 0.12% 8.29 CHF 8.30 CHF 90,000 90,000 90,000 90,000 739,757 CHF 740,657 CHF 100.00% 100.00%
03/05/2024 0.13% 7.90 CHF 7.91 CHF 90,000 90,000 90,000 90,000 705,630 CHF 706,530 CHF 99.59% 99.59%
02/05/2024 0.13% 7.53 CHF 7.54 CHF 90,000 90,000 90,000 90,000 678,900 CHF 679,800 CHF 99.46% 99.46%
30/04/2024 0.12% 7.89 CHF 7.90 CHF 90,000 90,000 89,981 89,981 725,915 CHF 726,815 CHF 99.99% 99.99%
29/04/2024 0.12% 8.10 CHF 8.11 CHF 90,000 90,000 89,986 89,986 730,963 CHF 731,863 CHF 99.34% 99.34%
26/04/2024 0.13% 8.03 CHF 8.04 CHF 90,000 90,000 89,986 89,986 715,238 CHF 716,138 CHF 99.66% 99.66%
25/04/2024 0.13% 7.36 CHF 7.37 CHF 90,000 90,000 90,000 90,000 676,372 CHF 677,272 CHF 99.94% 99.94%
24/04/2024 0.13% 7.76 CHF 7.77 CHF 90,000 90,000 90,000 90,000 712,201 CHF 713,101 CHF 99.82% 99.82%

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