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 0.72% 1.46 CHF 1.47 CHF 79,800 79,800 80,485 80,485 110,910 CHF 111,715 CHF 99.24% 99.24%
07/05/2024 0.83% 1.25 CHF 1.26 CHF 86,700 86,700 86,696 86,696 103,879 CHF 104,746 CHF 95.30% 95.30%
06/05/2024 0.78% 1.18 CHF 1.19 CHF 84,200 84,200 83,406 83,406 107,184 CHF 108,018 CHF 100.00% 100.00%
03/05/2024 0.79% 1.23 CHF 1.24 CHF 83,500 83,500 83,156 83,156 104,206 CHF 105,037 CHF 99.96% 99.96%
02/05/2024 0.81% 1.22 CHF 1.23 CHF 81,000 81,000 80,989 80,989 99,402 CHF 100,212 CHF 99.98% 99.98%
30/04/2024 0.75% 1.28 CHF 1.29 CHF 80,700 80,700 80,667 80,667 106,819 CHF 107,626 CHF 100.00% 100.00%
29/04/2024 0.75% 1.28 CHF 1.29 CHF 76,800 76,800 76,800 76,800 102,027 CHF 102,795 CHF 99.99% 99.99%
26/04/2024 0.74% 1.35 CHF 1.36 CHF 80,400 80,400 80,341 80,341 108,318 CHF 109,122 CHF 98.64% 98.64%
25/04/2024 0.89% 1.24 CHF 1.25 CHF 69,600 69,600 70,070 70,069 78,949 CHF 79,648 CHF 100.00% 100.00%
23/04/2024 0.64% 1.57 CHF 1.58 CHF 67,700 67,700 68,319 68,319 106,455 CHF 107,138 CHF 100.00% 100.00%

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