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 0.61% 1.62 CHF 1.63 CHF 93,600 93,600 93,190 93,190 152,921 CHF 153,853 CHF 98.83% 98.83%
07/05/2024 0.66% 1.46 CHF 1.47 CHF 85,000 85,000 86,059 86,059 129,279 CHF 130,139 CHF 97.66% 97.66%
06/05/2024 0.67% 1.50 CHF 1.51 CHF 84,600 84,600 83,841 83,841 124,851 CHF 125,690 CHF 100.00% 100.00%
03/05/2024 0.65% 1.54 CHF 1.55 CHF 82,400 82,400 82,060 82,060 126,288 CHF 127,108 CHF 99.99% 99.99%
02/05/2024 0.64% 1.56 CHF 1.57 CHF 84,500 84,500 84,152 84,152 130,613 CHF 131,454 CHF 100.00% 100.00%
30/04/2024 0.68% 1.55 CHF 1.56 CHF 102,400 102,400 100,568 100,568 148,305 CHF 149,311 CHF 100.00% 100.00%
29/04/2024 0.77% 1.31 CHF 1.32 CHF 96,600 96,600 96,185 96,185 125,245 CHF 126,207 CHF 100.00% 100.00%
26/04/2024 0.73% 1.33 CHF 1.34 CHF 90,500 90,500 90,135 90,135 122,728 CHF 123,629 CHF 99.62% 99.62%
25/04/2024 0.72% 1.42 CHF 1.43 CHF 99,100 99,100 97,266 97,266 133,957 CHF 134,930 CHF 99.97% 99.97%
24/04/2024 0.74% 1.35 CHF 1.36 CHF 96,600 96,600 96,201 96,201 129,526 CHF 130,488 CHF 99.79% 99.79%

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