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 1.94% 0.51 CHF 0.52 CHF 1,481,200 1,481,200 1,481,200 1,481,200 754,574 CHF 769,386 CHF 99.77% 99.77%
07/05/2024 2.14% 0.49 CHF 0.50 CHF 1,695,000 1,695,000 1,694,670 1,694,670 785,401 CHF 802,351 CHF 96.09% 96.09%
06/05/2024 2.36% 0.41 CHF 0.42 CHF 1,766,100 1,766,100 1,766,100 1,766,100 738,982 CHF 756,643 CHF 100.00% 100.00%
03/05/2024 2.53% 0.39 CHF 0.40 CHF 1,854,500 1,854,500 1,854,500 1,854,500 724,301 CHF 742,846 CHF 99.91% 99.91%
02/05/2024 2.57% 0.37 CHF 0.38 CHF 1,776,200 1,776,200 1,776,200 1,776,200 683,953 CHF 701,715 CHF 99.57% 99.57%
30/04/2024 2.43% 0.39 CHF 0.40 CHF 1,694,400 1,694,400 1,693,550 1,693,550 688,297 CHF 705,241 CHF 100.00% 100.00%
29/04/2024 2.32% 0.41 CHF 0.42 CHF 1,675,600 1,675,600 1,675,600 1,675,600 713,541 CHF 730,297 CHF 99.58% 99.58%
26/04/2024 2.41% 0.42 CHF 0.43 CHF 1,786,100 1,786,100 1,786,100 1,786,100 731,447 CHF 749,308 CHF 98.85% 98.85%
25/04/2024 2.51% 0.39 CHF 0.40 CHF 1,627,900 1,627,900 1,627,810 1,627,810 641,306 CHF 657,585 CHF 100.00% 100.00%
24/04/2024 2.17% 0.43 CHF 0.44 CHF 1,500,300 1,500,300 1,500,300 1,500,300 684,724 CHF 699,727 CHF 100.00% 100.00%

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