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 5.99% 1.03 CHF 1.09 CHF 333,500 333,500 333,498 333,498 323,984 CHF 343,994 CHF 99.76% 99.76%
13/05/2024 6.34% 1.03 CHF 1.10 CHF 301,200 301,200 301,200 301,200 321,973 CHF 343,057 CHF 100.00% 100.00%
10/05/2024 5.78% 1.01 CHF 1.07 CHF 330,100 330,100 330,100 330,100 332,746 CHF 352,552 CHF 100.00% 100.00%
08/05/2024 5.22% 0.95 CHF 1.00 CHF 364,900 364,900 364,870 364,870 340,714 CHF 358,959 CHF 99.44% 99.44%
07/05/2024 5.42% 0.90 CHF 0.95 CHF 378,000 378,000 377,765 377,765 339,401 CHF 358,301 CHF 100.00% 100.00%
06/05/2024 5.69% 0.86 CHF 0.91 CHF 430,400 430,400 430,400 430,400 367,850 CHF 389,370 CHF 100.00% 100.00%
03/05/2024 5.05% 0.77 CHF 0.81 CHF 514,700 514,700 514,700 514,700 397,864 CHF 418,452 CHF 99.97% 99.97%
02/05/2024 5.71% 0.70 CHF 0.74 CHF 607,200 607,200 607,200 607,200 413,157 CHF 437,445 CHF 99.58% 99.58%
30/04/2024 5.27% 0.70 CHF 0.74 CHF 503,900 503,900 503,733 503,733 372,366 CHF 392,522 CHF 100.00% 100.00%
29/04/2024 5.59% 0.74 CHF 0.78 CHF 541,900 541,900 541,792 541,792 377,256 CHF 398,932 CHF 99.62% 99.62%

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