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 1.06% 0.98 CHF 0.99 CHF 150,000 150,000 82,409 82,409 79,119 CHF 79,946 CHF 97.33% 97.33%
07/05/2024 1.01% 1.00 CHF 1.01 CHF 140,000 140,000 78,707 78,707 79,259 CHF 80,049 CHF 97.03% 97.03%
06/05/2024 1.11% 0.95 CHF 0.96 CHF 150,000 150,000 83,423 83,423 77,347 CHF 78,184 CHF 95.31% 95.31%
03/05/2024 1.27% 0.87 CHF 0.88 CHF 150,000 150,000 88,259 88,259 72,724 CHF 73,610 CHF 98.60% 98.60%
02/05/2024 1.32% 0.76 CHF 0.77 CHF 160,000 160,000 90,348 90,348 69,608 CHF 70,515 CHF 99.38% 99.38%
30/04/2024 1.23% 0.77 CHF 0.78 CHF 150,000 150,000 82,897 82,897 68,363 CHF 69,196 CHF 99.27% 99.27%
29/04/2024 1.12% 0.84 CHF 0.85 CHF 150,000 150,000 82,898 82,898 74,584 CHF 75,417 CHF 99.49% 99.49%
26/04/2024 0.94% 0.98 CHF 0.99 CHF 160,000 160,000 63,936 61,094 66,973 CHF 64,817 CHF 97.25% 97.25%
25/04/2024 1.20% 0.76 CHF 0.77 CHF 160,000 160,000 90,712 90,712 75,914 CHF 76,824 CHF 99.34% 99.34%
24/04/2024 1.01% 1.00 CHF 1.01 CHF 160,000 160,000 90,461 90,461 92,254 CHF 93,163 CHF 99.82% 99.82%

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