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 0.58% 1.79 CHF 1.80 CHF 180,000 180,000 83,045 83,045 148,062 CHF 148,896 CHF 98.30% 98.30%
07/05/2024 0.57% 1.84 CHF 1.85 CHF 180,000 180,000 83,360 83,360 150,561 CHF 151,398 CHF 98.75% 98.75%
06/05/2024 0.60% 1.73 CHF 1.74 CHF 180,000 180,000 84,119 84,119 143,091 CHF 143,935 CHF 99.28% 99.28%
03/05/2024 0.62% 1.70 CHF 1.71 CHF 190,000 190,000 84,401 84,401 142,221 CHF 143,068 CHF 98.21% 98.21%
02/05/2024 0.67% 1.55 CHF 1.56 CHF 190,000 190,000 84,738 84,738 128,584 CHF 129,433 CHF 97.25% 97.25%
30/04/2024 0.65% 1.48 CHF 1.49 CHF 200,000 200,000 88,372 88,372 139,019 CHF 139,906 CHF 99.55% 99.55%
29/04/2024 0.65% 1.48 CHF 1.49 CHF 210,000 210,000 85,870 85,870 133,327 CHF 134,189 CHF 99.16% 99.16%
26/04/2024 0.70% 1.44 CHF 1.45 CHF 220,000 220,000 97,958 97,958 140,706 CHF 141,689 CHF 98.76% 98.76%
25/04/2024 0.87% 1.16 CHF 1.17 CHF 220,000 220,000 98,870 98,870 115,230 CHF 116,222 CHF 99.14% 99.14%
24/04/2024 0.68% 1.39 CHF 1.40 CHF 210,000 210,000 90,258 90,258 133,520 CHF 134,426 CHF 99.47% 99.47%

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