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 4.90% 0.15 CHF 0.17 CHF 164,268 75,000 165,788 75,000 33,234 CHF 15,781 CHF 9.42% 9.43%
07/05/2024 6.30% 0.24 CHF 0.25 CHF 166,703 100,000 76,448 61,338 18,840 CHF 16,126 CHF 98.69% 98.69%
06/05/2024 1.80% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 55,081 CHF 56,081 CHF 99.38% 99.38%
03/05/2024 1.50% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 66,606 CHF 67,606 CHF 98.63% 98.63%
02/05/2024 1.29% 0.78 CHF 0.79 CHF 100,000 100,000 100,000 100,000 76,835 CHF 77,835 CHF 99.13% 99.13%
30/04/2024 1.38% 0.74 CHF 0.75 CHF 100,000 100,000 100,000 100,000 71,807 CHF 72,807 CHF 96.15% 96.15%
29/04/2024 1.40% 0.70 CHF 0.71 CHF 100,000 100,000 100,000 100,000 70,757 CHF 71,757 CHF 100.00% 100.00%
26/04/2024 1.31% 0.73 CHF 0.74 CHF 100,000 100,000 100,000 100,000 75,811 CHF 76,811 CHF 99.60% 99.60%
25/04/2024 1.20% 0.86 CHF 0.87 CHF 100,000 100,000 100,000 100,000 83,222 CHF 84,222 CHF 97.19% 97.19%
24/04/2024 1.30% 0.78 CHF 0.79 CHF 100,000 100,000 100,000 100,000 76,371 CHF 77,371 CHF 100.00% 100.00%

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