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
13/05/2024 0.53% 3.72 CHF 3.74 CHF 54,400 54,400 54,280 54,280 206,026 CHF 207,112 CHF 100.00% 100.00%
10/05/2024 0.52% 3.88 CHF 3.90 CHF 54,200 54,200 53,058 53,058 204,079 CHF 205,140 CHF 100.00% 100.00%
08/05/2024 0.51% 3.90 CHF 3.92 CHF 53,300 53,300 53,239 53,239 207,656 CHF 208,721 CHF 99.16% 99.16%
07/05/2024 0.51% 3.86 CHF 3.88 CHF 53,200 53,200 52,355 52,355 203,594 CHF 204,641 CHF 99.69% 99.69%
06/05/2024 0.50% 3.95 CHF 3.97 CHF 51,800 51,800 51,258 51,258 205,110 CHF 206,135 CHF 100.00% 100.00%
03/05/2024 0.49% 4.09 CHF 4.11 CHF 51,000 51,000 51,671 51,671 208,886 CHF 209,919 CHF 98.77% 98.77%
02/05/2024 0.50% 3.93 CHF 3.95 CHF 52,100 52,100 55,047 55,047 217,541 CHF 218,642 CHF 100.00% 100.00%
30/04/2024 0.52% 3.73 CHF 3.75 CHF 53,500 53,500 52,996 52,996 205,074 CHF 206,134 CHF 100.00% 100.00%
29/04/2024 0.50% 4.01 CHF 4.03 CHF 52,700 52,700 52,820 52,820 209,269 CHF 210,326 CHF 99.82% 99.82%
26/04/2024 0.51% 3.97 CHF 3.99 CHF 52,900 52,900 53,564 53,564 207,973 CHF 209,044 CHF 99.39% 99.39%

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