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 0.25% 8.68 CHF 8.70 CHF 64,000 64,000 32,572 32,572 272,517 CHF 273,170 CHF 100.00% 100.00%
10/05/2024 0.24% 8.03 CHF 8.05 CHF 66,000 66,000 31,598 31,598 268,210 CHF 268,843 CHF 100.00% 100.00%
08/05/2024 0.23% 8.88 CHF 8.90 CHF 64,000 64,000 31,465 31,465 278,848 CHF 279,479 CHF 96.42% 96.42%
07/05/2024 0.21% 9.68 CHF 9.70 CHF 62,000 62,000 30,508 30,508 297,985 CHF 298,596 CHF 97.62% 97.62%
06/05/2024 0.20% 9.97 CHF 9.99 CHF 61,000 61,000 30,676 30,676 310,446 CHF 311,061 CHF 98.41% 98.41%
03/05/2024 0.21% 9.45 CHF 9.47 CHF 62,000 62,000 30,561 30,561 297,423 CHF 298,035 CHF 99.81% 99.81%
02/05/2024 0.20% 9.64 CHF 9.66 CHF 61,000 61,000 30,047 30,047 297,156 CHF 297,758 CHF 99.94% 99.94%
30/04/2024 0.19% 10.30 CHF 10.32 CHF 60,000 60,000 29,479 29,479 322,234 CHF 322,825 CHF 96.72% 96.72%
29/04/2024 0.20% 11.19 CHF 11.21 CHF 58,000 58,000 31,503 31,503 329,521 CHF 330,152 CHF 83.73% 83.73%
26/04/2024 0.24% 8.43 CHF 8.45 CHF 64,000 64,000 32,108 32,108 269,650 CHF 270,295 CHF 99.47% 99.47%

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