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 4.73% 0.21 CHF 0.22 CHF 378,700 378,700 167,841 167,841 35,261 CHF 36,943 CHF 99.13% 99.13%
07/05/2024 4.99% 0.20 CHF 0.21 CHF 426,900 426,900 191,216 191,216 38,262 CHF 40,178 CHF 99.77% 99.77%
06/05/2024 5.51% 0.18 CHF 0.19 CHF 414,900 414,900 185,904 185,904 33,582 CHF 35,445 CHF 100.00% 100.00%
03/05/2024 5.34% 0.19 CHF 0.20 CHF 398,100 398,100 173,262 173,262 32,154 CHF 33,889 CHF 99.99% 99.99%
02/05/2024 4.28% 0.22 CHF 0.23 CHF 266,000 266,000 121,150 121,150 27,770 CHF 28,984 CHF 100.00% 100.00%
30/04/2024 3.94% 0.27 CHF 0.28 CHF 298,300 298,300 131,656 131,656 34,200 CHF 35,519 CHF 99.99% 99.99%
29/04/2024 4.29% 0.25 CHF 0.26 CHF 219,500 219,500 95,138 95,138 24,539 CHF 25,540 CHF 99.75% 99.75%
26/04/2024 3.34% 0.32 CHF 0.33 CHF 219,800 219,800 98,371 98,371 29,866 CHF 30,851 CHF 99.34% 99.34%
25/04/2024 3.29% 0.35 CHF 0.36 CHF 218,700 218,700 97,902 97,902 33,801 CHF 34,848 CHF 99.98% 99.98%
24/04/2024 4.45% 0.36 CHF 0.37 CHF 208,300 208,300 93,235 93,235 32,048 CHF 33,259 CHF 99.61% 99.61%

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