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
14/05/2024 0.75% 4.09 CHF 4.12 CHF 25,000 25,000 24,829 24,829 100,841 CHF 101,603 CHF 93.33% 93.33%
13/05/2024 0.77% 3.95 CHF 3.98 CHF 25,000 25,000 25,000 25,000 99,596 CHF 100,371 CHF 90.10% 90.10%
10/05/2024 0.76% 4.00 CHF 4.03 CHF 25,000 25,000 25,000 25,000 100,393 CHF 101,160 CHF 91.95% 91.95%
08/05/2024 0.81% 3.80 CHF 3.83 CHF 25,000 25,000 25,000 25,000 93,969 CHF 94,730 CHF 98.66% 98.66%
07/05/2024 0.81% 3.78 CHF 3.81 CHF 25,000 25,000 25,000 25,000 92,446 CHF 93,198 CHF 98.39% 98.39%
06/05/2024 0.81% 3.69 CHF 3.72 CHF 25,000 25,000 25,000 25,000 93,032 CHF 93,792 CHF 100.00% 100.00%
03/05/2024 0.82% 3.66 CHF 3.68 CHF 25,000 25,000 25,000 25,000 90,562 CHF 91,305 CHF 97.30% 97.30%
02/05/2024 0.87% 3.34 CHF 3.37 CHF 25,000 25,000 25,000 25,000 84,662 CHF 85,403 CHF 98.90% 98.90%
30/04/2024 0.87% 3.33 CHF 3.36 CHF 25,000 25,000 25,000 25,000 85,741 CHF 86,488 CHF 99.46% 99.46%
29/04/2024 0.84% 3.48 CHF 3.51 CHF 25,000 25,000 25,000 25,000 88,527 CHF 89,276 CHF 99.54% 99.54%

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