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 5.70% 0.19 CHF 0.20 CHF 450,000 50,000 576,271 50,000 98,207 CHF 9,040 CHF 99.17% 99.17%
07/05/2024 6.49% 0.16 CHF 0.17 CHF 600,000 50,000 600,000 50,000 89,581 CHF 7,965 CHF 97.93% 97.93%
06/05/2024 6.51% 0.14 CHF 0.15 CHF 600,000 50,000 600,000 50,000 89,254 CHF 7,938 CHF 99.17% 99.17%
03/05/2024 6.49% 0.14 CHF 0.15 CHF 600,000 50,000 600,000 50,000 89,685 CHF 7,974 CHF 99.17% 99.17%
02/05/2024 4.85% 0.18 CHF 0.19 CHF 600,000 50,000 543,348 50,000 109,316 CHF 10,668 CHF 99.15% 99.15%
30/04/2024 2.96% 0.29 CHF 0.30 CHF 450,000 50,000 448,865 50,000 152,136 CHF 17,466 CHF 99.16% 99.16%
29/04/2024 1.28% 0.76 CHF 0.77 CHF 300,000 50,000 300,000 50,000 232,174 CHF 39,196 CHF 99.17% 99.17%
26/04/2024 1.43% 0.75 CHF 0.76 CHF 300,000 50,000 300,000 50,000 208,085 CHF 35,181 CHF 99.16% 99.16%
25/04/2024 1.39% 0.61 CHF 0.62 CHF 300,000 50,000 300,000 50,000 216,400 CHF 36,567 CHF 98.08% 98.08%
24/04/2024 1.31% 0.74 CHF 0.75 CHF 300,000 50,000 300,000 50,000 226,701 CHF 38,284 CHF 98.89% 98.89%

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