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 0.22% 4.73 CHF 4.74 CHF 160,000 160,000 158,706 158,706 742,699 CHF 744,298 CHF 93.33% 93.33%
07/05/2024 0.21% 4.81 CHF 4.82 CHF 160,000 160,000 159,538 159,538 749,860 CHF 751,459 CHF 99.44% 99.44%
06/05/2024 0.23% 4.53 CHF 4.54 CHF 160,000 160,000 159,708 159,708 709,393 CHF 710,992 CHF 100.00% 100.00%
03/05/2024 0.32% 4.19 CHF 4.20 CHF 160,000 160,000 140,566 140,566 566,205 CHF 567,740 CHF 99.98% 99.98%
02/05/2024 0.27% 3.65 CHF 3.66 CHF 170,000 170,000 169,678 169,678 620,981 CHF 622,680 CHF 99.25% 99.25%
30/04/2024 0.24% 4.04 CHF 4.05 CHF 160,000 160,000 159,718 159,718 667,892 CHF 669,491 CHF 99.97% 99.97%
29/04/2024 0.24% 4.19 CHF 4.20 CHF 160,000 160,000 159,672 159,672 673,863 CHF 675,462 CHF 99.63% 99.63%
26/04/2024 0.25% 4.14 CHF 4.15 CHF 170,000 170,000 169,686 169,686 678,126 CHF 679,825 CHF 99.11% 99.11%
25/04/2024 0.28% 3.45 CHF 3.46 CHF 170,000 170,000 169,673 169,673 598,311 CHF 600,010 CHF 99.99% 99.99%
24/04/2024 0.25% 3.88 CHF 3.89 CHF 170,000 170,000 169,648 169,648 672,921 CHF 674,620 CHF 98.73% 98.73%

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