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
07/05/2024 9.36% 0.11 CHF 0.12 CHF 674,700 674,700 302,080 302,080 31,060 CHF 34,087 CHF 99.77% 99.77%
06/05/2024 8.52% 0.12 CHF 0.13 CHF 649,900 649,900 291,144 291,144 33,195 CHF 36,112 CHF 100.00% 100.00%
03/05/2024 8.80% 0.11 CHF 0.12 CHF 701,500 701,500 305,307 305,307 33,795 CHF 36,854 CHF 99.98% 99.98%
02/05/2024 10.08% 0.10 CHF 0.11 CHF 841,000 841,000 382,898 382,898 37,285 CHF 41,121 CHF 100.00% 100.00%
30/04/2024 10.53% 0.09 CHF 0.10 CHF 819,500 819,500 361,608 361,608 32,362 CHF 35,985 CHF 99.99% 99.99%
29/04/2024 10.69% 0.09 CHF 0.10 CHF 949,100 949,100 411,334 411,334 36,912 CHF 41,033 CHF 99.75% 99.75%
26/04/2024 11.97% 0.08 CHF 0.09 CHF 997,400 997,400 446,313 446,313 35,593 CHF 40,065 CHF 99.34% 99.34%
25/04/2024 13.02% 0.07 CHF 0.08 CHF 1,049,900 1,049,900 470,042 470,042 33,871 CHF 38,580 CHF 100.00% 100.00%
24/04/2024 13.00% 0.07 CHF 0.08 CHF 1,079,900 1,079,900 483,350 483,350 34,923 CHF 39,766 CHF 99.60% 99.60%
23/04/2024 13.71% 0.07 CHF 0.08 CHF 1,145,700 1,145,700 509,703 509,703 34,809 CHF 39,916 CHF 100.00% 100.00%

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