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 0.18% 5.67 CHF 5.68 CHF 115,000 115,000 51,682 51,682 288,465 CHF 288,983 CHF 99.13% 99.13%
07/05/2024 0.19% 5.52 CHF 5.53 CHF 120,000 120,000 53,639 53,639 293,381 CHF 293,919 CHF 99.85% 99.85%
06/05/2024 0.19% 5.36 CHF 5.37 CHF 120,000 120,000 53,547 53,547 283,806 CHF 284,344 CHF 100.00% 100.00%
03/05/2024 0.20% 5.20 CHF 5.21 CHF 125,000 125,000 55,822 55,822 286,108 CHF 286,668 CHF 99.96% 99.96%
02/05/2024 0.20% 5.04 CHF 5.05 CHF 125,000 125,000 56,299 56,299 284,041 CHF 284,605 CHF 99.98% 99.98%
30/04/2024 0.21% 5.00 CHF 5.01 CHF 125,000 125,000 56,393 56,393 277,769 CHF 278,334 CHF 99.98% 99.98%
29/04/2024 0.20% 4.94 CHF 4.95 CHF 125,000 125,000 51,510 51,510 258,189 CHF 258,705 CHF 99.80% 99.80%
26/04/2024 0.20% 5.07 CHF 5.08 CHF 125,000 125,000 56,084 56,084 286,851 CHF 287,413 CHF 99.03% 99.03%
25/04/2024 0.21% 4.90 CHF 4.91 CHF 125,000 125,000 42,750 42,750 207,718 CHF 208,146 CHF 99.94% 99.94%
24/04/2024 0.16% 6.03 CHF 6.04 CHF 110,000 110,000 47,000 47,000 292,696 CHF 293,167 CHF 99.97% 99.97%

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