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 0.19% 5.44 CHF 5.45 CHF 160,000 160,000 158,725 158,725 855,828 CHF 857,427 CHF 93.34% 93.34%
07/05/2024 0.19% 5.52 CHF 5.53 CHF 160,000 160,000 159,538 159,538 862,973 CHF 864,572 CHF 99.46% 99.46%
06/05/2024 0.20% 5.24 CHF 5.25 CHF 160,000 160,000 159,705 159,705 821,741 CHF 823,340 CHF 100.00% 100.00%
03/05/2024 0.28% 4.89 CHF 4.90 CHF 160,000 160,000 140,567 140,567 664,047 CHF 665,582 CHF 99.98% 99.98%
02/05/2024 0.23% 4.34 CHF 4.35 CHF 160,000 160,000 159,697 159,697 694,308 CHF 695,907 CHF 99.63% 99.63%
30/04/2024 0.21% 4.73 CHF 4.74 CHF 160,000 160,000 159,707 159,707 778,963 CHF 780,562 CHF 99.97% 99.97%
29/04/2024 0.20% 4.89 CHF 4.90 CHF 160,000 160,000 159,669 159,669 784,676 CHF 786,275 CHF 99.66% 99.66%
26/04/2024 0.21% 4.84 CHF 4.85 CHF 160,000 160,000 159,695 159,695 747,982 CHF 749,581 CHF 99.14% 99.14%
25/04/2024 0.24% 4.12 CHF 4.13 CHF 160,000 160,000 159,708 159,708 670,154 CHF 671,753 CHF 99.99% 99.99%
24/04/2024 0.22% 4.56 CHF 4.57 CHF 160,000 160,000 159,674 159,674 742,824 CHF 744,423 CHF 98.74% 98.74%

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