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 0.24% 4.33 CHF 4.34 CHF 115,000 115,000 51,681 51,681 219,517 CHF 220,035 CHF 99.13% 99.13%
07/05/2024 0.25% 4.19 CHF 4.20 CHF 120,000 120,000 53,638 53,638 221,966 CHF 222,504 CHF 99.85% 99.85%
06/05/2024 0.26% 4.03 CHF 4.04 CHF 120,000 120,000 53,546 53,546 212,708 CHF 213,246 CHF 100.00% 100.00%
03/05/2024 0.27% 3.88 CHF 3.89 CHF 125,000 125,000 55,819 55,819 211,953 CHF 212,513 CHF 99.96% 99.96%
02/05/2024 0.27% 3.70 CHF 3.71 CHF 125,000 125,000 56,309 56,309 208,776 CHF 209,340 CHF 100.00% 100.00%
30/04/2024 0.29% 3.65 CHF 3.66 CHF 125,000 125,000 56,397 56,397 202,270 CHF 202,835 CHF 100.00% 100.00%
29/04/2024 0.28% 3.61 CHF 3.62 CHF 125,000 125,000 51,510 51,510 189,388 CHF 189,904 CHF 99.80% 99.80%
26/04/2024 0.27% 3.73 CHF 3.74 CHF 125,000 125,000 56,084 56,084 211,909 CHF 212,471 CHF 99.04% 99.04%
25/04/2024 0.29% 3.56 CHF 3.57 CHF 125,000 125,000 42,747 42,747 150,524 CHF 150,952 CHF 99.94% 99.94%
24/04/2024 0.21% 4.69 CHF 4.70 CHF 110,000 110,000 47,031 47,031 230,023 CHF 230,494 CHF 99.61% 99.61%

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