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
08/05/2024 2.34% 0.42 CHF 0.43 CHF 120,000 100,000 120,000 100,000 50,645 CHF 43,204 CHF 100.00% 100.00%
07/05/2024 2.35% 0.42 CHF 0.43 CHF 120,000 100,000 120,393 100,000 50,705 CHF 43,119 CHF 99.96% 99.96%
06/05/2024 3.58% 0.43 CHF 0.44 CHF 120,000 100,000 110,187 92,150 48,453 CHF 41,550 CHF 99.99% 99.99%
03/05/2024 4.54% 0.46 CHF 0.47 CHF 110,000 100,000 101,958 85,854 45,606 CHF 39,460 CHF 97.40% 97.40%
02/05/2024 3.20% 0.43 CHF 0.44 CHF 120,000 100,000 113,029 94,423 48,989 CHF 41,948 CHF 98.90% 98.90%
30/04/2024 3.18% 0.40 CHF 0.41 CHF 130,000 100,000 116,924 95,415 48,933 CHF 40,978 CHF 99.20% 99.20%
29/04/2024 2.27% 0.44 CHF 0.45 CHF 120,000 100,000 120,000 100,000 52,180 CHF 44,483 CHF 99.98% 99.98%
26/04/2024 3.53% 0.44 CHF 0.45 CHF 120,000 100,000 112,525 93,131 47,631 CHF 40,459 CHF 95.44% 95.44%
25/04/2024 4.96% 0.42 CHF 0.43 CHF 120,000 100,000 103,264 85,053 43,047 CHF 36,526 CHF 96.42% 96.42%
24/04/2024 2.75% 0.44 CHF 0.45 CHF 120,000 100,000 115,993 96,911 51,191 CHF 43,784 CHF 97.60% 97.60%

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