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
02/05/2024 0.31% 3.43 CHF 3.44 CHF 200,000 200,000 84,134 84,134 283,449 CHF 284,294 CHF 93.57% 93.57%
30/04/2024 0.28% 3.64 CHF 3.65 CHF 190,000 190,000 82,267 82,267 301,987 CHF 302,813 CHF 93.35% 93.35%
29/04/2024 0.28% 3.60 CHF 3.61 CHF 190,000 190,000 81,165 81,165 296,055 CHF 296,868 CHF 90.82% 90.82%
26/04/2024 0.30% 3.61 CHF 3.62 CHF 200,000 200,000 85,277 85,277 291,260 CHF 292,115 CHF 91.64% 91.64%
25/04/2024 0.34% 3.13 CHF 3.14 CHF 210,000 210,000 94,505 94,505 285,265 CHF 286,212 CHF 86.71% 86.71%
24/04/2024 0.31% 3.17 CHF 3.18 CHF 210,000 210,000 83,973 83,973 277,515 CHF 278,357 CHF 91.85% 91.85%
23/04/2024 0.34% 3.16 CHF 3.17 CHF 210,000 210,000 98,762 98,762 303,115 CHF 304,106 CHF 99.99% 99.99%
22/04/2024 0.78% 2.75 CHF 2.76 CHF 220,000 220,000 55,359 55,359 154,211 CHF 154,855 CHF 91.42% 91.42%
19/04/2024 0.31% 3.19 CHF 3.20 CHF 210,000 210,000 83,582 83,582 274,618 CHF 275,458 CHF 89.23% 89.23%
18/04/2024 0.31% 3.47 CHF 3.48 CHF 200,000 200,000 87,067 87,067 297,425 CHF 298,319 CHF 99.66% 99.66%

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