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
13/05/2024 0.18% 5.60 CHF 5.61 CHF 510,000 510,000 510,000 510,000 2,847,920 CHF 2,853,020 CHF 100.00% 100.00%
10/05/2024 0.18% 5.63 CHF 5.64 CHF 510,000 510,000 510,000 510,000 2,904,760 CHF 2,909,860 CHF 99.99% 99.99%
08/05/2024 0.19% 5.13 CHF 5.14 CHF 510,000 510,000 509,906 509,906 2,630,460 CHF 2,635,560 CHF 99.45% 99.45%
07/05/2024 0.21% 5.07 CHF 5.08 CHF 510,000 510,000 509,532 509,532 2,448,320 CHF 2,453,420 CHF 100.00% 100.00%
06/05/2024 0.22% 4.53 CHF 4.54 CHF 520,000 520,000 520,000 520,000 2,315,100 CHF 2,320,300 CHF 99.72% 99.72%
03/05/2024 0.25% 4.19 CHF 4.20 CHF 520,000 520,000 513,415 513,415 2,155,600 CHF 2,160,780 CHF 99.26% 99.26%
02/05/2024 0.24% 4.11 CHF 4.12 CHF 530,000 530,000 530,000 530,000 2,186,180 CHF 2,191,480 CHF 98.83% 98.83%
30/04/2024 0.23% 4.15 CHF 4.16 CHF 520,000 520,000 519,704 519,704 2,264,070 CHF 2,269,270 CHF 99.73% 99.73%
29/04/2024 0.23% 4.53 CHF 4.54 CHF 520,000 520,000 516,236 516,236 2,363,400 CHF 2,368,560 CHF 99.14% 99.14%
26/04/2024 0.23% 4.61 CHF 4.62 CHF 530,000 530,000 527,099 527,099 2,342,720 CHF 2,348,010 CHF 98.55% 98.55%

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