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 1.75% 0.58 CHF 0.59 CHF 450,000 150,000 464,216 154,739 262,905 CHF 89,183 CHF 97.18% 97.18%
07/05/2024 1.68% 0.58 CHF 0.59 CHF 450,000 150,000 450,000 150,000 265,003 CHF 89,834 CHF 98.65% 98.65%
06/05/2024 1.82% 0.56 CHF 0.57 CHF 450,000 150,000 592,383 197,461 323,251 CHF 109,725 CHF 97.86% 97.86%
03/05/2024 1.99% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 298,721 CHF 101,574 CHF 97.92% 97.92%
02/05/2024 2.05% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 290,299 CHF 98,767 CHF 98.16% 98.16%
30/04/2024 1.94% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 305,604 CHF 103,868 CHF 98.22% 98.22%
29/04/2024 1.81% 0.51 CHF 0.52 CHF 600,000 200,000 477,873 159,291 260,945 CHF 88,574 CHF 97.78% 97.78%
26/04/2024 1.60% 0.58 CHF 0.59 CHF 450,000 150,000 451,308 150,436 280,905 CHF 95,140 CHF 99.41% 99.41%
25/04/2024 1.91% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 311,609 CHF 105,870 CHF 99.18% 99.18%
24/04/2024 1.67% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 355,468 CHF 120,489 CHF 99.25% 99.25%

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