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 0.79% 1.25 CHF 1.26 CHF 300,000 100,000 300,000 100,000 376,062 CHF 126,354 CHF 93.98% 93.98%
07/05/2024 0.83% 1.24 CHF 1.25 CHF 300,000 100,000 300,000 100,000 360,662 CHF 121,221 CHF 92.77% 92.77%
06/05/2024 0.87% 1.16 CHF 1.17 CHF 300,000 100,000 300,000 100,000 341,639 CHF 114,880 CHF 96.72% 96.72%
03/05/2024 0.91% 1.04 CHF 1.05 CHF 300,000 100,000 300,000 100,000 327,179 CHF 110,060 CHF 97.77% 97.77%
02/05/2024 0.88% 1.13 CHF 1.14 CHF 300,000 100,000 300,000 100,000 338,276 CHF 113,759 CHF 95.85% 95.85%
30/04/2024 0.89% 1.10 CHF 1.11 CHF 300,000 100,000 300,000 100,000 336,329 CHF 113,110 CHF 93.37% 93.37%
29/04/2024 0.89% 1.11 CHF 1.12 CHF 300,000 100,000 300,000 100,000 334,128 CHF 112,376 CHF 88.52% 88.52%
26/04/2024 0.93% 1.09 CHF 1.10 CHF 300,000 100,000 300,000 100,000 319,815 CHF 107,605 CHF 95.10% 95.10%
25/04/2024 0.95% 1.03 CHF 1.04 CHF 300,000 100,000 300,000 100,000 315,671 CHF 106,224 CHF 95.56% 95.56%
24/04/2024 0.88% 1.10 CHF 1.11 CHF 300,000 100,000 300,000 100,000 340,738 CHF 114,579 CHF 94.37% 94.37%

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