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
07/05/2024 2.80% 0.34 CHF 0.35 CHF 1,000,000 1,000,000 1,000,000 1,000,000 352,261 CHF 362,261 CHF 96.19% 96.19%
06/05/2024 2.68% 0.37 CHF 0.38 CHF 1,000,000 1,000,000 1,000,000 1,000,000 367,774 CHF 377,774 CHF 99.85% 99.85%
03/05/2024 2.61% 0.38 CHF 0.39 CHF 1,000,000 1,000,000 1,000,000 1,000,000 378,778 CHF 388,778 CHF 96.71% 96.71%
02/05/2024 2.58% 0.39 CHF 0.40 CHF 1,000,000 1,000,000 1,000,000 1,000,000 382,092 CHF 392,092 CHF 99.37% 99.37%
30/04/2024 2.65% 0.38 CHF 0.39 CHF 1,000,000 1,000,000 1,000,000 1,000,000 372,471 CHF 382,471 CHF 99.84% 99.84%
29/04/2024 2.69% 0.37 CHF 0.38 CHF 1,000,000 1,000,000 1,000,000 1,000,000 366,802 CHF 376,802 CHF 100.00% 100.00%
26/04/2024 2.63% 0.37 CHF 0.38 CHF 1,000,000 1,000,000 1,000,000 1,000,000 375,507 CHF 385,507 CHF 99.21% 99.21%
25/04/2024 2.59% 0.38 CHF 0.39 CHF 1,000,000 1,000,000 1,000,000 1,000,000 381,660 CHF 391,660 CHF 98.81% 98.81%
24/04/2024 2.74% 0.37 CHF 0.38 CHF 1,000,000 1,000,000 1,000,000 1,000,000 360,140 CHF 370,140 CHF 95.16% 95.16%
23/04/2024 2.82% 0.35 CHF 0.36 CHF 1,000,000 1,000,000 1,000,000 1,000,000 350,000 CHF 360,000 CHF 89.63% 89.63%

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