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
14/05/2024 2.56% 0.39 CHF 0.40 CHF 1,107,700 1,107,700 1,107,640 1,107,640 427,930 CHF 439,008 CHF 99.73% 99.73%
13/05/2024 2.54% 0.39 CHF 0.40 CHF 1,102,100 1,102,100 1,102,100 1,102,100 428,777 CHF 439,798 CHF 100.00% 100.00%
10/05/2024 2.49% 0.39 CHF 0.40 CHF 1,174,700 1,174,700 1,174,700 1,174,700 465,169 CHF 476,916 CHF 100.00% 100.00%
08/05/2024 2.87% 0.34 CHF 0.35 CHF 1,305,500 1,305,500 1,305,330 1,305,330 448,501 CHF 461,556 CHF 99.67% 99.67%
07/05/2024 3.22% 0.33 CHF 0.34 CHF 1,473,000 1,473,000 1,472,640 1,472,640 450,120 CHF 464,850 CHF 99.68% 99.68%
06/05/2024 3.53% 0.28 CHF 0.29 CHF 1,595,900 1,595,900 1,595,900 1,595,900 444,061 CHF 460,020 CHF 100.00% 100.00%
03/05/2024 2.98% 0.27 CHF 0.27 CHF 1,697,300 1,697,300 1,697,300 1,697,300 443,779 CHF 457,237 CHF 99.88% 99.88%
02/05/2024 1.95% 0.25 CHF 0.26 CHF 1,583,000 1,583,000 1,583,000 1,583,000 402,213 CHF 410,128 CHF 99.58% 99.58%
30/04/2024 3.41% 0.26 CHF 0.27 CHF 1,386,600 1,386,600 1,385,860 1,385,860 399,762 CHF 413,628 CHF 100.00% 100.00%
29/04/2024 3.09% 0.31 CHF 0.32 CHF 1,311,900 1,311,900 1,311,640 1,311,640 417,784 CHF 430,903 CHF 99.64% 99.64%

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