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 2.41% 0.42 CHF 0.43 CHF 120,000 120,000 66,152 66,152 27,969 CHF 28,632 CHF 100.00% 100.00%
10/05/2024 2.17% 0.44 CHF 0.45 CHF 117,800 117,800 64,273 64,273 29,613 CHF 30,257 CHF 100.00% 100.00%
08/05/2024 2.46% 0.42 CHF 0.43 CHF 123,700 123,700 67,688 67,688 27,794 CHF 28,473 CHF 97.88% 97.88%
07/05/2024 2.54% 0.41 CHF 0.42 CHF 125,200 125,200 69,355 69,355 27,594 CHF 28,289 CHF 98.10% 98.10%
06/05/2024 2.50% 0.40 CHF 0.41 CHF 129,700 129,700 71,556 71,556 28,919 CHF 29,636 CHF 100.00% 100.00%
03/05/2024 2.58% 0.38 CHF 0.39 CHF 127,500 127,500 69,674 69,674 27,024 CHF 27,722 CHF 99.97% 99.97%
02/05/2024 2.66% 0.39 CHF 0.40 CHF 131,900 131,900 48,713 48,713 18,508 CHF 18,996 CHF 99.98% 99.98%
30/04/2024 2.25% 0.43 CHF 0.44 CHF 109,600 109,600 60,498 60,498 27,003 CHF 27,609 CHF 99.70% 99.70%
29/04/2024 2.18% 0.48 CHF 0.49 CHF 113,800 113,800 63,092 63,092 29,369 CHF 30,001 CHF 98.03% 98.03%
26/04/2024 2.12% 0.46 CHF 0.47 CHF 114,000 114,000 62,858 62,858 29,746 CHF 30,376 CHF 99.32% 99.32%

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