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% 5.46 CHF 5.47 CHF 115,000 115,000 51,679 51,679 277,987 CHF 278,505 CHF 99.13% 99.13%
07/05/2024 0.19% 5.32 CHF 5.33 CHF 120,000 120,000 53,639 53,639 282,522 CHF 283,060 CHF 99.85% 99.85%
06/05/2024 0.20% 5.16 CHF 5.17 CHF 120,000 120,000 53,546 53,546 273,016 CHF 273,554 CHF 100.00% 100.00%
03/05/2024 0.21% 5.00 CHF 5.01 CHF 125,000 125,000 55,822 55,822 274,863 CHF 275,422 CHF 99.96% 99.96%
02/05/2024 0.21% 4.84 CHF 4.85 CHF 125,000 125,000 56,294 56,294 272,602 CHF 273,166 CHF 99.98% 99.98%
30/04/2024 0.22% 4.79 CHF 4.80 CHF 125,000 125,000 56,398 56,398 266,328 CHF 266,893 CHF 99.99% 99.99%
29/04/2024 0.21% 4.74 CHF 4.75 CHF 125,000 125,000 51,517 51,517 247,794 CHF 248,310 CHF 99.81% 99.81%
26/04/2024 0.21% 4.86 CHF 4.87 CHF 125,000 125,000 56,094 56,094 275,533 CHF 276,095 CHF 99.03% 99.03%
25/04/2024 0.22% 4.70 CHF 4.71 CHF 125,000 125,000 42,724 42,724 198,930 CHF 199,358 CHF 99.90% 99.90%
24/04/2024 0.17% 5.83 CHF 5.84 CHF 110,000 110,000 47,022 47,022 283,272 CHF 283,743 CHF 99.60% 99.60%

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