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
03/05/2024 1.96% 0.48 CHF 0.49 CHF 287,100 287,100 268,801 268,801 136,090 CHF 138,778 CHF 98.77% 98.77%
02/05/2024 1.70% 0.59 CHF 0.60 CHF 257,000 257,000 231,335 231,335 134,672 CHF 136,985 CHF 99.99% 99.99%
30/04/2024 1.64% 0.66 CHF 0.67 CHF 248,600 248,600 249,198 249,198 150,895 CHF 153,388 CHF 99.78% 99.78%
29/04/2024 1.69% 0.57 CHF 0.58 CHF 249,800 249,800 250,457 250,457 147,200 CHF 149,704 CHF 99.82% 99.82%
26/04/2024 1.68% 0.63 CHF 0.64 CHF 251,000 251,000 247,433 247,433 146,482 CHF 148,957 CHF 99.34% 99.34%
25/04/2024 1.63% 0.61 CHF 0.62 CHF 245,200 245,200 242,675 242,675 147,457 CHF 149,883 CHF 99.90% 99.90%
24/04/2024 1.62% 0.61 CHF 0.62 CHF 241,100 241,100 250,940 250,940 153,378 CHF 155,887 CHF 99.54% 99.54%
23/04/2024 1.72% 0.57 CHF 0.58 CHF 257,500 257,500 255,975 255,975 147,354 CHF 149,914 CHF 99.15% 99.15%
22/04/2024 1.72% 0.58 CHF 0.59 CHF 255,100 255,100 264,250 264,250 152,057 CHF 154,700 CHF 99.55% 99.55%
19/04/2024 1.84% 0.54 CHF 0.55 CHF 270,600 270,600 272,108 272,108 146,473 CHF 149,194 CHF 100.00% 100.00%

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