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 0.10% 9.44 CHF 9.45 CHF 5,600 5,600 5,568 5,568 53,941 CHF 53,997 CHF 98.93% 98.93%
07/05/2024 0.11% 9.34 CHF 9.35 CHF 5,800 5,800 5,789 5,789 53,256 CHF 53,314 CHF 99.41% 99.41%
06/05/2024 0.11% 8.98 CHF 8.99 CHF 5,900 5,900 5,861 5,861 52,697 CHF 52,755 CHF 100.00% 100.00%
03/05/2024 0.11% 8.95 CHF 8.96 CHF 6,000 6,000 5,977 5,977 54,810 CHF 54,870 CHF 99.92% 99.92%
02/05/2024 0.12% 8.60 CHF 8.61 CHF 6,300 6,300 6,274 6,274 53,233 CHF 53,296 CHF 98.52% 98.52%
30/04/2024 0.12% 8.28 CHF 8.29 CHF 6,200 6,200 6,170 6,170 51,604 CHF 51,666 CHF 99.99% 99.99%
29/04/2024 0.12% 8.57 CHF 8.58 CHF 6,200 6,200 6,170 6,170 52,649 CHF 52,711 CHF 100.00% 100.00%
26/04/2024 0.12% 8.68 CHF 8.69 CHF 6,300 6,300 6,362 6,362 53,820 CHF 53,884 CHF 99.42% 99.42%
25/04/2024 0.12% 8.20 CHF 8.21 CHF 6,100 6,100 6,079 6,079 49,996 CHF 50,057 CHF 99.68% 99.68%
23/04/2024 0.12% 9.15 CHF 9.16 CHF 6,500 6,500 6,578 6,578 56,443 CHF 56,509 CHF 99.39% 99.39%

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