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
10/05/2024 2.61% 0.39 CHF 0.40 CHF 273,600 273,600 274,142 274,142 103,728 CHF 106,469 CHF 100.00% 100.00%
08/05/2024 2.94% 0.35 CHF 0.36 CHF 318,900 318,900 321,639 321,639 107,721 CHF 110,937 CHF 99.24% 99.24%
07/05/2024 3.38% 0.30 CHF 0.31 CHF 346,600 346,600 346,584 346,584 100,787 CHF 104,253 CHF 95.30% 95.30%
06/05/2024 3.16% 0.29 CHF 0.30 CHF 336,700 336,700 333,444 333,444 103,863 CHF 107,198 CHF 100.00% 100.00%
03/05/2024 3.24% 0.30 CHF 0.31 CHF 334,000 334,000 332,590 332,590 100,989 CHF 104,315 CHF 99.99% 99.99%
02/05/2024 3.30% 0.30 CHF 0.31 CHF 324,000 324,000 323,952 323,952 96,661 CHF 99,901 CHF 100.00% 100.00%
30/04/2024 3.06% 0.31 CHF 0.32 CHF 322,800 322,800 322,664 322,664 103,971 CHF 107,199 CHF 100.00% 100.00%
29/04/2024 3.05% 0.31 CHF 0.32 CHF 307,200 307,200 307,200 307,200 99,117 CHF 102,189 CHF 99.99% 99.99%
26/04/2024 2.98% 0.33 CHF 0.34 CHF 321,500 321,500 321,265 321,265 106,099 CHF 109,311 CHF 98.65% 98.65%
25/04/2024 3.60% 0.30 CHF 0.31 CHF 278,300 278,300 280,077 280,077 76,577 CHF 79,377 CHF 99.99% 99.99%

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