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 0.56% 1.88 CHF 1.89 CHF 230,000 230,000 103,366 103,366 189,912 CHF 190,947 CHF 99.01% 99.01%
07/05/2024 0.57% 1.81 CHF 1.82 CHF 240,000 240,000 106,366 106,366 189,674 CHF 190,741 CHF 99.18% 99.18%
06/05/2024 0.60% 1.73 CHF 1.74 CHF 240,000 240,000 106,682 106,682 181,463 CHF 182,535 CHF 99.65% 99.65%
03/05/2024 0.64% 1.65 CHF 1.66 CHF 250,000 250,000 110,076 110,076 177,476 CHF 178,578 CHF 98.75% 98.75%
02/05/2024 0.64% 1.56 CHF 1.57 CHF 250,000 250,000 109,943 109,943 172,362 CHF 173,463 CHF 97.73% 97.73%
30/04/2024 0.68% 1.54 CHF 1.55 CHF 250,000 250,000 111,250 111,250 167,472 CHF 168,587 CHF 98.77% 98.77%
29/04/2024 0.65% 1.52 CHF 1.53 CHF 250,000 250,000 101,153 101,153 156,959 CHF 157,973 CHF 97.99% 97.99%
26/04/2024 0.63% 1.58 CHF 1.59 CHF 250,000 250,000 107,504 107,504 172,476 CHF 173,553 CHF 95.17% 95.17%
25/04/2024 0.70% 1.49 CHF 1.50 CHF 250,000 250,000 78,590 78,590 115,786 CHF 116,573 CHF 90.07% 90.07%
24/04/2024 0.47% 2.06 CHF 2.07 CHF 220,000 220,000 91,248 91,248 197,051 CHF 197,966 CHF 98.10% 98.10%

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