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
10/05/2024 0.48% 2.00 CHF 2.01 CHF 225,000 75,000 225,000 75,000 465,240 CHF 155,830 CHF 99.21% 99.21%
08/05/2024 0.49% 2.02 CHF 2.03 CHF 225,000 75,000 257,018 85,673 520,164 CHF 174,245 CHF 99.40% 99.40%
07/05/2024 0.49% 2.06 CHF 2.07 CHF 225,000 75,000 238,972 79,657 485,408 CHF 162,599 CHF 99.54% 99.54%
06/05/2024 0.51% 1.99 CHF 2.00 CHF 300,000 100,000 300,000 100,000 588,513 CHF 197,171 CHF 99.35% 99.35%
03/05/2024 0.52% 1.96 CHF 1.97 CHF 300,000 100,000 300,000 100,000 580,923 CHF 194,641 CHF 99.25% 99.25%
02/05/2024 0.54% 1.86 CHF 1.87 CHF 300,000 100,000 300,000 100,000 551,766 CHF 184,922 CHF 99.25% 99.25%
30/04/2024 0.53% 1.80 CHF 1.81 CHF 300,000 100,000 300,000 100,000 563,541 CHF 188,847 CHF 99.20% 99.20%
29/04/2024 0.54% 1.80 CHF 1.81 CHF 300,000 100,000 300,000 100,000 558,412 CHF 187,137 CHF 99.23% 99.23%
26/04/2024 0.57% 1.76 CHF 1.77 CHF 300,000 100,000 300,000 100,000 529,440 CHF 177,480 CHF 99.38% 99.38%
25/04/2024 0.64% 1.54 CHF 1.48 CHF 300,000 100,000 300,000 100,000 467,821 CHF 156,940 CHF 79.15% 99.33%

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