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 0.63% 1.57 CHF 1.58 CHF 300,000 100,000 282,703 94,234 444,975 CHF 149,267 CHF 99.39% 99.39%
07/05/2024 0.63% 1.61 CHF 1.62 CHF 225,000 75,000 289,988 96,663 458,140 CHF 153,680 CHF 99.51% 99.51%
06/05/2024 0.66% 1.54 CHF 1.55 CHF 300,000 100,000 300,000 100,000 453,411 CHF 152,137 CHF 99.44% 99.44%
03/05/2024 0.67% 1.51 CHF 1.52 CHF 300,000 100,000 300,000 100,000 446,288 CHF 149,763 CHF 99.45% 99.45%
02/05/2024 0.72% 1.41 CHF 1.42 CHF 300,000 100,000 300,000 100,000 417,123 CHF 140,041 CHF 99.43% 99.43%
30/04/2024 0.70% 1.36 CHF 1.37 CHF 300,000 100,000 300,000 100,000 428,905 CHF 143,968 CHF 99.20% 99.20%
29/04/2024 0.71% 1.35 CHF 1.36 CHF 300,000 100,000 300,000 100,000 423,461 CHF 142,154 CHF 99.32% 99.32%
26/04/2024 0.75% 1.32 CHF 1.33 CHF 300,000 100,000 300,000 100,000 397,187 CHF 133,396 CHF 99.34% 99.34%
25/04/2024 0.89% 1.11 CHF 1.12 CHF 300,000 100,000 300,000 100,000 336,104 CHF 113,035 CHF 99.46% 99.46%
24/04/2024 0.73% 1.28 CHF 1.29 CHF 300,000 100,000 300,000 100,000 408,671 CHF 137,224 CHF 99.45% 99.45%

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