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 2.11% 0.48 CHF 0.49 CHF 242,000 242,000 240,939 240,939 112,805 CHF 115,215 CHF 98.83% 98.83%
07/05/2024 1.89% 0.54 CHF 0.55 CHF 240,100 240,100 242,947 242,947 127,078 CHF 129,507 CHF 97.66% 97.66%
06/05/2024 1.89% 0.52 CHF 0.53 CHF 248,700 248,700 246,469 246,469 129,322 CHF 131,787 CHF 100.00% 100.00%
03/05/2024 1.95% 0.51 CHF 0.52 CHF 252,600 252,600 251,559 251,559 127,900 CHF 130,415 CHF 100.00% 100.00%
02/05/2024 1.96% 0.51 CHF 0.52 CHF 248,700 248,700 247,675 247,675 125,324 CHF 127,801 CHF 100.00% 100.00%
30/04/2024 1.83% 0.51 CHF 0.52 CHF 216,900 216,900 212,882 212,882 115,554 CHF 117,684 CHF 100.00% 100.00%
29/04/2024 1.60% 0.62 CHF 0.63 CHF 210,300 210,300 209,397 209,397 130,004 CHF 132,099 CHF 100.00% 100.00%
26/04/2024 1.66% 0.61 CHF 0.62 CHF 218,200 218,200 217,321 217,321 129,859 CHF 132,033 CHF 99.61% 99.61%
25/04/2024 1.67% 0.57 CHF 0.58 CHF 213,100 213,100 209,303 209,303 124,287 CHF 126,380 CHF 100.00% 100.00%
23/04/2024 1.67% 0.61 CHF 0.62 CHF 212,800 212,800 214,171 214,171 126,855 CHF 128,997 CHF 100.00% 100.00%

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