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
06/05/2024 0.61% 1.64 CHF 1.65 CHF 458,000 458,000 458,000 458,000 744,286 CHF 748,866 CHF 100.00% 100.00%
03/05/2024 0.66% 1.49 CHF 1.50 CHF 458,000 458,000 464,429 464,429 702,689 CHF 707,333 CHF 98.20% 98.20%
02/05/2024 0.65% 1.55 CHF 1.56 CHF 465,300 465,300 447,858 447,858 689,000 CHF 693,479 CHF 99.98% 99.98%
30/04/2024 0.62% 1.53 CHF 1.54 CHF 438,700 438,700 406,969 406,974 652,809 CHF 656,888 CHF 99.77% 99.77%
29/04/2024 0.57% 1.74 CHF 1.75 CHF 402,900 402,900 391,296 391,296 689,023 CHF 692,936 CHF 100.00% 100.00%
26/04/2024 0.55% 1.75 CHF 1.76 CHF 389,900 389,900 414,728 414,728 750,426 CHF 754,573 CHF 99.32% 99.32%
25/04/2024 0.58% 1.75 CHF 1.76 CHF 417,900 417,900 415,680 415,680 711,634 CHF 715,791 CHF 99.60% 99.60%
23/04/2024 0.62% 1.67 CHF 1.68 CHF 404,700 404,700 397,259 397,258 635,960 CHF 639,931 CHF 99.33% 99.33%
22/04/2024 0.53% 1.78 CHF 1.79 CHF 396,300 396,300 348,018 348,018 650,020 CHF 653,501 CHF 100.00% 100.00%
19/04/2024 0.48% 2.17 CHF 2.18 CHF 341,700 341,700 338,693 338,693 707,812 CHF 711,199 CHF 100.00% 100.00%

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