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
02/05/2024 0.73% 1.36 CHF 1.37 CHF 253,600 253,600 265,564 265,564 363,162 CHF 365,818 CHF 100.00% 100.00%
30/04/2024 0.73% 1.32 CHF 1.33 CHF 252,800 252,800 252,250 252,250 345,224 CHF 347,748 CHF 99.78% 99.78%
29/04/2024 0.72% 1.40 CHF 1.41 CHF 252,200 252,200 251,781 251,781 348,674 CHF 351,192 CHF 99.83% 99.83%
26/04/2024 0.72% 1.35 CHF 1.36 CHF 251,600 251,600 253,232 253,232 350,120 CHF 352,653 CHF 99.34% 99.34%
25/04/2024 0.73% 1.37 CHF 1.38 CHF 254,300 254,300 255,502 255,502 349,683 CHF 352,238 CHF 99.91% 99.91%
24/04/2024 0.73% 1.36 CHF 1.37 CHF 256,300 256,300 251,262 251,262 343,120 CHF 345,633 CHF 99.54% 99.54%
23/04/2024 0.71% 1.41 CHF 1.42 CHF 248,000 248,000 248,637 248,637 348,218 CHF 350,704 CHF 99.15% 99.15%
22/04/2024 0.71% 1.39 CHF 1.40 CHF 249,100 249,100 244,714 244,714 343,115 CHF 345,562 CHF 99.55% 99.55%
19/04/2024 0.69% 1.44 CHF 1.45 CHF 241,900 241,900 241,236 241,236 347,791 CHF 350,203 CHF 100.00% 100.00%
18/04/2024 0.70% 1.40 CHF 1.41 CHF 240,800 240,800 243,867 243,867 348,827 CHF 351,265 CHF 100.00% 100.00%

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