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 0.76% 1.34 CHF 1.35 CHF 190,000 190,000 85,157 85,157 114,142 CHF 114,997 CHF 98.52% 98.52%
07/05/2024 0.76% 1.40 CHF 1.41 CHF 180,000 180,000 85,374 85,374 116,513 CHF 117,371 CHF 98.97% 98.97%
06/05/2024 0.81% 1.29 CHF 1.30 CHF 190,000 190,000 86,159 86,159 108,864 CHF 109,729 CHF 99.57% 99.57%
03/05/2024 0.83% 1.26 CHF 1.27 CHF 190,000 190,000 84,794 84,794 106,049 CHF 106,901 CHF 98.88% 98.88%
02/05/2024 0.94% 1.12 CHF 1.13 CHF 210,000 210,000 97,329 97,329 106,114 CHF 107,090 CHF 97.88% 97.88%
30/04/2024 0.86% 1.10 CHF 1.11 CHF 220,000 220,000 100,433 100,433 118,320 CHF 119,329 CHF 99.69% 99.69%
29/04/2024 0.88% 1.09 CHF 1.10 CHF 230,000 230,000 97,808 97,808 113,392 CHF 114,374 CHF 99.50% 99.50%
26/04/2024 0.96% 1.05 CHF 1.06 CHF 250,000 250,000 111,556 111,556 117,459 CHF 118,579 CHF 99.18% 99.18%
25/04/2024 1.25% 0.81 CHF 0.82 CHF 240,000 240,000 105,456 105,456 85,615 CHF 86,673 CHF 99.35% 99.35%
24/04/2024 0.93% 1.01 CHF 1.02 CHF 230,000 230,000 102,074 102,074 111,306 CHF 112,331 CHF 99.73% 99.73%

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