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 31.38% 0.21 CHF 0.23 CHF 75,000 75,000 74,787 74,787 16,540 CHF 22,777 CHF 99.45% 99.45%
06/05/2024 32.33% 0.23 CHF 0.32 CHF 75,000 75,000 74,862 74,862 17,489 CHF 24,227 CHF 100.00% 100.00%
03/05/2024 32.64% 0.24 CHF 0.33 CHF 75,000 75,000 65,880 65,880 15,937 CHF 21,927 CHF 100.00% 100.00%
02/05/2024 28.84% 0.27 CHF 0.36 CHF 75,000 75,000 74,858 74,858 20,008 CHF 26,747 CHF 99.64% 99.64%
30/04/2024 29.10% 0.26 CHF 0.35 CHF 75,000 75,000 74,863 74,863 19,802 CHF 26,541 CHF 100.00% 100.00%
29/04/2024 29.04% 0.27 CHF 0.36 CHF 75,000 75,000 74,845 74,845 19,842 CHF 26,579 CHF 99.66% 99.66%
26/04/2024 31.57% 0.27 CHF 0.36 CHF 75,000 75,000 74,857 74,857 20,018 CHF 27,530 CHF 99.15% 99.15%
25/04/2024 30.33% 0.31 CHF 0.42 CHF 75,000 75,000 74,855 74,855 23,043 CHF 31,278 CHF 100.00% 100.00%
24/04/2024 32.31% 0.30 CHF 0.41 CHF 75,000 75,000 74,848 74,848 21,379 CHF 29,614 CHF 98.74% 98.74%
23/04/2024 29.53% 0.30 CHF 0.41 CHF 75,000 75,000 74,862 74,862 23,807 CHF 32,043 CHF 100.00% 100.00%

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