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
07/05/2024 3.52% 0.28 CHF 0.29 CHF 1,689,100 1,689,100 1,854,720 1,854,720 514,379 CHF 532,810 CHF 100.00% 100.00%
06/05/2024 3.47% 0.29 CHF 0.30 CHF 1,878,500 1,878,500 1,878,500 1,878,500 531,636 CHF 550,421 CHF 100.00% 100.00%
03/05/2024 1.93% 0.26 CHF 0.26 CHF 1,878,500 1,878,500 1,919,890 1,919,890 497,964 CHF 507,691 CHF 98.22% 98.22%
02/05/2024 2.10% 0.27 CHF 0.27 CHF 1,925,500 1,925,500 1,812,420 1,812,420 479,329 CHF 489,528 CHF 100.00% 100.00%
30/04/2024 3.12% 0.27 CHF 0.27 CHF 1,753,900 1,753,900 1,554,830 1,554,830 434,678 CHF 448,429 CHF 99.77% 99.77%
29/04/2024 3.06% 0.32 CHF 0.33 CHF 1,528,700 1,528,700 1,460,010 1,460,010 469,821 CHF 484,424 CHF 100.00% 100.00%
26/04/2024 2.94% 0.32 CHF 0.33 CHF 1,451,600 1,451,600 1,596,650 1,596,650 534,970 CHF 550,937 CHF 99.19% 99.19%
25/04/2024 3.19% 0.32 CHF 0.33 CHF 1,615,200 1,615,200 1,602,150 1,602,150 495,076 CHF 511,097 CHF 99.60% 99.60%
24/04/2024 3.31% 0.32 CHF 0.33 CHF 1,600,500 1,600,500 1,542,050 1,542,050 459,461 CHF 474,887 CHF 100.00% 100.00%
23/04/2024 2.81% 0.30 CHF 0.31 CHF 1,535,300 1,535,300 1,491,150 1,491,140 418,216 CHF 430,241 CHF 99.32% 99.32%

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