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 3.53% 0.30 CHF 0.31 CHF 120,000 120,000 120,000 120,000 33,397 CHF 34,597 CHF 99.06% 99.06%
07/05/2024 3.98% 0.26 CHF 0.27 CHF 130,000 130,000 132,628 132,628 32,805 CHF 34,134 CHF 99.83% 99.83%
06/05/2024 4.04% 0.24 CHF 0.25 CHF 140,000 140,000 136,659 136,659 33,115 CHF 34,482 CHF 100.00% 100.00%
03/05/2024 5.23% 0.23 CHF 0.24 CHF 130,000 130,000 130,000 130,000 30,974 CHF 32,637 CHF 99.99% 99.99%
02/05/2024 5.63% 0.28 CHF 0.28 CHF 120,000 120,000 119,899 119,899 34,766 CHF 36,755 CHF 100.00% 100.00%
30/04/2024 5.01% 0.38 CHF 0.39 CHF 100,000 100,000 100,670 100,670 39,620 CHF 41,670 CHF 96.90% 96.90%
29/04/2024 1.33% 0.74 CHF 0.75 CHF 100,000 100,000 99,992 99,992 74,967 CHF 75,967 CHF 100.00% 100.00%
26/04/2024 1.44% 0.73 CHF 0.74 CHF 100,000 100,000 100,000 100,000 68,829 CHF 69,829 CHF 99.60% 99.60%
25/04/2024 1.41% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 70,542 CHF 71,542 CHF 99.92% 99.92%
24/04/2024 1.36% 0.72 CHF 0.73 CHF 100,000 100,000 99,972 99,972 72,840 CHF 73,840 CHF 99.86% 99.86%

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