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
07/05/2024 0.44% 36.30 CHF 36.45 CHF 2,500 2,500 2,500 2,500 86,032 CHF 86,407 CHF 95.47% 95.47%
06/05/2024 0.45% 33.80 CHF 33.95 CHF 2,700 2,700 2,700 2,700 89,216 CHF 89,621 CHF 98.41% 98.41%
03/05/2024 0.48% 31.60 CHF 31.75 CHF 2,700 2,700 2,700 2,700 84,056 CHF 84,461 CHF 99.91% 99.91%
02/05/2024 0.48% 31.90 CHF 32.05 CHF 2,700 2,700 2,700 2,700 84,366 CHF 84,771 CHF 99.98% 99.98%
30/04/2024 0.45% 31.65 CHF 31.80 CHF 2,600 2,600 2,599 2,599 86,222 CHF 86,612 CHF 99.97% 99.97%
29/04/2024 0.45% 33.45 CHF 33.60 CHF 2,700 2,700 2,700 2,700 89,113 CHF 89,518 CHF 99.99% 99.99%
26/04/2024 0.48% 32.05 CHF 32.20 CHF 2,900 2,900 2,900 2,900 89,690 CHF 90,125 CHF 98.63% 98.63%
25/04/2024 0.47% 29.30 CHF 29.45 CHF 2,900 2,900 2,960 2,960 87,087 CHF 87,500 CHF 99.86% 99.86%
24/04/2024 0.48% 29.75 CHF 29.90 CHF 2,900 2,900 2,900 2,900 89,907 CHF 90,342 CHF 97.01% 97.01%
23/04/2024 0.35% 29.05 CHF 29.15 CHF 3,300 3,300 3,267 3,267 93,290 CHF 93,617 CHF 99.99% 99.99%

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