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 0.35% 5.60 CHF 5.62 CHF 23,600 23,600 23,551 23,551 133,732 CHF 134,203 CHF 99.06% 99.06%
07/05/2024 0.37% 5.55 CHF 5.57 CHF 24,200 24,200 24,095 24,095 129,932 CHF 130,414 CHF 97.81% 97.81%
06/05/2024 0.36% 5.43 CHF 5.45 CHF 24,700 24,700 24,598 24,598 134,894 CHF 135,386 CHF 100.00% 100.00%
03/05/2024 0.38% 5.25 CHF 5.27 CHF 25,400 25,400 25,295 25,295 132,801 CHF 133,307 CHF 99.76% 99.76%
02/05/2024 0.39% 5.18 CHF 5.20 CHF 26,500 26,500 26,397 26,397 135,313 CHF 135,841 CHF 100.00% 100.00%
30/04/2024 0.41% 4.93 CHF 4.95 CHF 27,900 27,900 27,765 27,765 134,758 CHF 135,314 CHF 100.00% 100.00%
29/04/2024 0.41% 4.81 CHF 4.83 CHF 27,100 27,100 26,984 26,984 132,742 CHF 133,282 CHF 100.00% 100.00%
26/04/2024 0.42% 4.90 CHF 4.92 CHF 28,200 28,200 28,083 28,083 134,004 CHF 134,566 CHF 99.60% 99.60%
25/04/2024 0.43% 4.63 CHF 4.65 CHF 28,500 28,500 28,382 28,382 132,374 CHF 132,941 CHF 99.98% 99.98%
23/04/2024 0.22% 4.48 CHF 4.49 CHF 31,000 31,000 30,859 30,859 137,900 CHF 138,209 CHF 100.00% 100.00%

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