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 1.40% 0.82 CHF 0.83 CHF 70,000 25,000 69,480 25,000 56,061 CHF 20,463 CHF 100.00% 100.00%
07/05/2024 1.26% 0.80 CHF 0.81 CHF 70,000 25,000 61,869 25,000 54,551 CHF 22,373 CHF 98.92% 98.92%
06/05/2024 1.28% 0.88 CHF 0.89 CHF 60,000 25,000 60,000 25,000 53,391 CHF 22,532 CHF 100.00% 100.00%
03/05/2024 1.07% 0.92 CHF 0.93 CHF 60,000 25,000 59,708 25,000 57,625 CHF 24,392 CHF 98.35% 98.35%
02/05/2024 1.01% 1.02 CHF 1.03 CHF 50,000 25,000 56,429 25,000 55,639 CHF 24,941 CHF 99.12% 99.12%
30/04/2024 1.05% 1.02 CHF 1.03 CHF 50,000 25,000 53,171 25,000 52,980 CHF 25,223 CHF 100.00% 100.00%
29/04/2024 1.15% 0.93 CHF 0.94 CHF 60,000 25,000 60,000 25,000 54,618 CHF 23,022 CHF 100.00% 100.00%
26/04/2024 1.02% 0.94 CHF 0.95 CHF 60,000 25,000 59,821 25,000 58,149 CHF 24,553 CHF 99.27% 99.27%
25/04/2024 1.14% 0.97 CHF 0.99 CHF 60,000 25,000 59,980 25,000 55,091 CHF 23,226 CHF 98.90% 98.90%
24/04/2024 1.41% 0.86 CHF 0.87 CHF 60,000 25,000 68,364 25,000 55,000 CHF 20,426 CHF 100.00% 100.00%

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