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
13/05/2024 2.66% 0.41 CHF 0.42 CHF 130,000 100,000 123,837 98,506 51,261 CHF 41,804 CHF 99.99% 99.99%
10/05/2024 2.38% 0.41 CHF 0.42 CHF 130,000 100,000 124,058 100,000 51,564 CHF 42,586 CHF 91.01% 91.01%
08/05/2024 2.46% 0.40 CHF 0.41 CHF 130,000 100,000 130,000 100,000 52,123 CHF 41,094 CHF 99.99% 99.99%
07/05/2024 2.37% 0.42 CHF 0.43 CHF 120,000 100,000 123,588 100,000 51,616 CHF 42,789 CHF 99.95% 99.95%
06/05/2024 3.55% 0.43 CHF 0.44 CHF 120,000 100,000 110,183 92,150 48,528 CHF 41,617 CHF 99.99% 99.99%
03/05/2024 4.61% 0.45 CHF 0.46 CHF 120,000 100,000 102,334 85,917 43,721 CHF 37,801 CHF 97.32% 97.32%
02/05/2024 3.75% 0.37 CHF 0.38 CHF 140,000 100,000 131,364 94,455 49,186 CHF 36,384 CHF 99.47% 99.47%
30/04/2024 3.49% 0.33 CHF 0.34 CHF 160,000 100,000 133,333 95,984 49,494 CHF 36,717 CHF 98.41% 98.41%
29/04/2024 2.56% 0.40 CHF 0.41 CHF 130,000 100,000 133,589 100,000 51,573 CHF 39,627 CHF 99.93% 99.93%
26/04/2024 3.89% 0.36 CHF 0.37 CHF 140,000 100,000 123,691 93,132 47,724 CHF 36,978 CHF 95.45% 95.45%

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