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
10/05/2024 0.60% 1.67 CHF 1.68 CHF 500,000 500,000 500,000 500,000 826,834 CHF 831,834 CHF 98.23% 98.23%
08/05/2024 0.58% 1.67 CHF 1.68 CHF 500,000 500,000 500,000 500,000 856,521 CHF 861,521 CHF 97.52% 97.52%
07/05/2024 0.56% 1.81 CHF 1.82 CHF 500,000 500,000 500,000 500,000 883,962 CHF 888,962 CHF 97.83% 97.83%
06/05/2024 0.58% 1.70 CHF 1.71 CHF 500,000 500,000 500,000 500,000 857,792 CHF 862,792 CHF 99.19% 99.19%
03/05/2024 0.61% 1.63 CHF 1.64 CHF 500,000 500,000 500,000 500,000 811,624 CHF 816,624 CHF 99.44% 99.44%
02/05/2024 0.63% 1.59 CHF 1.60 CHF 500,000 500,000 500,000 500,000 794,630 CHF 799,630 CHF 99.50% 99.50%
30/04/2024 0.62% 1.54 CHF 1.55 CHF 500,000 500,000 500,000 500,000 808,581 CHF 813,581 CHF 85.34% 85.34%
29/04/2024 0.52% 1.94 CHF 1.95 CHF 500,000 500,000 500,000 500,000 967,292 CHF 972,292 CHF 99.53% 99.53%
26/04/2024 0.53% 1.89 CHF 1.90 CHF 500,000 500,000 500,000 500,000 946,456 CHF 951,456 CHF 99.30% 99.30%
25/04/2024 0.55% 1.77 CHF 1.78 CHF 500,000 500,000 500,000 500,000 906,038 CHF 911,038 CHF 98.43% 98.43%

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