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 0.22% 4.50 CHF 4.51 CHF 110,000 110,000 109,513 109,513 495,517 CHF 496,612 CHF 99.94% 99.94%
13/05/2024 0.22% 4.63 CHF 4.64 CHF 108,000 108,000 107,554 107,554 496,867 CHF 497,942 CHF 99.88% 99.88%
10/05/2024 0.22% 4.61 CHF 4.62 CHF 108,000 108,000 108,950 108,950 499,050 CHF 500,140 CHF 100.00% 100.00%
08/05/2024 0.23% 4.28 CHF 4.29 CHF 112,000 112,000 112,172 112,172 482,445 CHF 483,567 CHF 98.93% 98.93%
07/05/2024 0.24% 4.25 CHF 4.26 CHF 114,000 114,000 114,560 114,560 471,226 CHF 472,373 CHF 99.01% 99.01%
06/05/2024 0.24% 4.17 CHF 4.18 CHF 114,000 114,000 114,080 114,080 472,896 CHF 474,037 CHF 100.00% 100.00%
03/05/2024 0.25% 4.07 CHF 4.08 CHF 116,000 116,000 115,853 115,853 467,741 CHF 468,900 CHF 99.98% 99.98%
02/05/2024 0.25% 4.00 CHF 4.01 CHF 116,000 116,000 116,488 116,488 463,575 CHF 464,740 CHF 98.61% 98.61%
30/04/2024 0.24% 4.04 CHF 4.05 CHF 116,000 116,000 115,351 115,351 473,455 CHF 474,609 CHF 99.99% 99.99%
29/04/2024 0.29% 4.11 CHF 4.12 CHF 116,000 116,000 108,750 108,750 448,643 CHF 449,850 CHF 100.00% 100.00%

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