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 2.30% 0.43 CHF 0.44 CHF 109,000 109,000 108,583 108,583 46,636 CHF 47,722 CHF 99.14% 99.14%
07/05/2024 2.14% 0.45 CHF 0.46 CHF 109,000 109,000 109,960 109,960 50,981 CHF 52,081 CHF 99.82% 99.82%
06/05/2024 2.03% 0.49 CHF 0.50 CHF 111,000 111,000 111,000 111,000 54,204 CHF 55,314 CHF 100.00% 100.00%
03/05/2024 1.92% 0.49 CHF 0.50 CHF 111,000 111,000 112,175 112,175 58,153 CHF 59,275 CHF 99.99% 99.99%
02/05/2024 1.77% 0.56 CHF 0.57 CHF 114,000 114,000 113,993 113,993 63,822 CHF 64,962 CHF 99.99% 99.99%
30/04/2024 1.80% 0.56 CHF 0.57 CHF 114,000 114,000 113,686 113,686 62,728 CHF 63,866 CHF 100.00% 100.00%
29/04/2024 1.89% 0.55 CHF 0.56 CHF 113,000 113,000 112,302 112,302 58,931 CHF 60,054 CHF 100.00% 100.00%
26/04/2024 1.77% 0.55 CHF 0.56 CHF 113,000 113,000 113,831 113,831 63,772 CHF 64,911 CHF 99.44% 99.44%
25/04/2024 1.63% 0.63 CHF 0.64 CHF 117,000 117,000 116,142 116,142 70,745 CHF 71,907 CHF 100.00% 100.00%
24/04/2024 1.62% 0.60 CHF 0.61 CHF 116,000 116,000 116,375 116,375 71,352 CHF 72,516 CHF 99.67% 99.67%

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