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 2.55% 0.42 CHF 0.43 CHF 120,000 25,000 121,518 25,000 52,498 CHF 11,087 CHF 99.90% 99.90%
07/05/2024 2.84% 0.44 CHF 0.45 CHF 120,000 25,000 136,326 25,000 51,267 CHF 9,709 CHF 96.36% 96.36%
06/05/2024 2.80% 0.38 CHF 0.39 CHF 140,000 25,000 136,715 25,000 51,465 CHF 9,691 CHF 99.96% 99.96%
03/05/2024 3.11% 0.36 CHF 0.37 CHF 140,000 25,000 155,747 25,000 51,698 CHF 8,582 CHF 98.28% 98.28%
02/05/2024 3.25% 0.31 CHF 0.32 CHF 170,000 25,000 160,071 25,000 51,704 CHF 8,359 CHF 95.36% 95.36%
30/04/2024 3.33% 0.30 CHF 0.32 CHF 170,000 25,000 162,891 25,000 51,974 CHF 8,268 CHF 100.00% 100.00%
29/04/2024 2.79% 0.37 CHF 0.38 CHF 140,000 25,000 136,428 25,000 52,069 CHF 9,818 CHF 100.00% 100.00%
26/04/2024 3.12% 0.37 CHF 0.38 CHF 140,000 25,000 148,493 25,000 51,708 CHF 8,988 CHF 99.27% 99.27%
25/04/2024 2.76% 0.35 CHF 0.37 CHF 150,000 25,000 134,267 25,000 52,198 CHF 10,021 CHF 98.90% 98.90%
24/04/2024 2.39% 0.44 CHF 0.45 CHF 120,000 25,000 110,676 25,000 52,008 CHF 12,053 CHF 100.00% 100.00%

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