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
14/05/2024 0.21% 4.69 CHF 4.70 CHF 110,000 110,000 109,515 109,515 516,020 CHF 517,115 CHF 99.98% 99.98%
13/05/2024 0.21% 4.81 CHF 4.82 CHF 108,000 108,000 107,554 107,554 516,944 CHF 518,020 CHF 99.87% 99.87%
10/05/2024 0.21% 4.80 CHF 4.81 CHF 108,000 108,000 108,950 108,950 519,422 CHF 520,511 CHF 100.00% 100.00%
08/05/2024 0.22% 4.47 CHF 4.48 CHF 112,000 112,000 112,173 112,173 503,381 CHF 504,503 CHF 98.93% 98.93%
07/05/2024 0.23% 4.44 CHF 4.45 CHF 114,000 114,000 114,585 114,585 492,634 CHF 493,781 CHF 98.94% 98.94%
06/05/2024 0.23% 4.35 CHF 4.36 CHF 114,000 114,000 114,080 114,080 494,050 CHF 495,190 CHF 100.00% 100.00%
03/05/2024 0.24% 4.26 CHF 4.27 CHF 116,000 116,000 115,853 115,853 489,269 CHF 490,428 CHF 99.93% 99.93%
02/05/2024 0.24% 4.18 CHF 4.19 CHF 116,000 116,000 116,487 116,487 485,256 CHF 486,421 CHF 98.57% 98.57%
30/04/2024 0.23% 4.23 CHF 4.24 CHF 116,000 116,000 115,355 115,355 494,919 CHF 496,073 CHF 99.99% 99.99%
29/04/2024 0.28% 4.29 CHF 4.30 CHF 116,000 116,000 108,750 108,750 468,894 CHF 470,101 CHF 100.00% 100.00%

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