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 0.67% 1.51 CHF 1.52 CHF 622,400 622,400 622,400 622,399 930,557 CHF 936,780 CHF 99.77% 99.77%
07/05/2024 0.72% 1.44 CHF 1.45 CHF 692,200 692,200 692,068 692,068 960,406 CHF 967,328 CHF 96.09% 96.09%
06/05/2024 0.78% 1.26 CHF 1.27 CHF 714,800 714,800 714,800 714,800 913,660 CHF 920,808 CHF 100.00% 100.00%
03/05/2024 0.82% 1.21 CHF 1.22 CHF 742,600 742,600 742,600 742,600 899,851 CHF 907,277 CHF 99.91% 99.91%
02/05/2024 0.83% 1.16 CHF 1.17 CHF 718,200 718,200 718,200 718,200 859,340 CHF 866,522 CHF 99.56% 99.56%
30/04/2024 0.80% 1.21 CHF 1.22 CHF 692,700 692,700 692,349 692,349 863,867 CHF 870,794 CHF 100.00% 100.00%
29/04/2024 0.77% 1.27 CHF 1.28 CHF 686,700 686,700 686,700 686,700 891,646 CHF 898,513 CHF 99.60% 99.60%
26/04/2024 0.79% 1.29 CHF 1.30 CHF 721,900 721,900 721,900 721,900 905,963 CHF 913,182 CHF 98.84% 98.84%
25/04/2024 0.82% 1.21 CHF 1.22 CHF 672,200 672,200 672,164 672,164 819,629 CHF 826,351 CHF 99.99% 99.99%
24/04/2024 0.73% 1.31 CHF 1.32 CHF 631,200 631,200 631,200 631,200 862,108 CHF 868,420 CHF 100.00% 100.00%

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