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
07/05/2024 4.05% 0.25 CHF 0.26 CHF 450,000 150,000 450,000 150,000 109,017 CHF 37,839 CHF 95.19% 95.19%
06/05/2024 3.80% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 116,286 CHF 40,262 CHF 92.77% 92.77%
03/05/2024 3.83% 0.25 CHF 0.26 CHF 450,000 150,000 450,000 150,000 115,448 CHF 39,983 CHF 94.85% 94.85%
02/05/2024 3.75% 0.26 CHF 0.27 CHF 450,000 150,000 450,000 150,000 118,045 CHF 40,848 CHF 95.43% 95.43%
30/04/2024 4.12% 0.22 CHF 0.23 CHF 450,000 150,000 450,000 150,000 107,213 CHF 37,238 CHF 94.74% 94.74%
29/04/2024 3.39% 0.28 CHF 0.29 CHF 450,000 150,000 450,000 150,000 130,580 CHF 45,027 CHF 91.71% 91.71%
26/04/2024 3.47% 0.30 CHF 0.31 CHF 450,000 150,000 450,000 150,000 127,511 CHF 44,004 CHF 94.48% 94.48%
25/04/2024 3.50% 0.27 CHF 0.28 CHF 450,000 150,000 450,000 150,000 126,808 CHF 43,769 CHF 95.26% 95.26%
24/04/2024 3.34% 0.28 CHF 0.29 CHF 450,000 150,000 450,000 150,000 132,745 CHF 45,748 CHF 96.79% 96.79%
23/04/2024 3.53% 0.29 CHF 0.30 CHF 450,000 150,000 450,000 150,000 125,375 CHF 43,292 CHF 89.37% 89.37%

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