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 2.14% 0.44 CHF 0.45 CHF 125,000 125,000 124,961 124,961 57,760 CHF 59,009 CHF 99.38% 99.38%
08/05/2024 1.66% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 59,673 CHF 60,673 CHF 99.39% 99.39%
07/05/2024 1.86% 0.58 CHF 0.59 CHF 100,000 100,000 101,060 101,060 53,755 CHF 54,765 CHF 99.24% 99.24%
06/05/2024 2.19% 0.48 CHF 0.49 CHF 125,000 125,000 126,877 126,877 57,377 CHF 58,646 CHF 99.21% 99.21%
03/05/2024 2.51% 0.34 CHF 0.35 CHF 150,000 150,000 136,555 136,555 53,673 CHF 55,039 CHF 99.38% 99.38%
02/05/2024 2.25% 0.44 CHF 0.45 CHF 125,000 125,000 125,000 125,000 55,064 CHF 56,314 CHF 99.38% 99.38%
30/04/2024 2.28% 0.41 CHF 0.42 CHF 125,000 125,000 125,000 125,000 54,268 CHF 55,518 CHF 99.44% 99.44%
29/04/2024 2.28% 0.44 CHF 0.45 CHF 125,000 125,000 125,000 125,000 54,307 CHF 55,557 CHF 99.29% 99.29%
26/04/2024 2.61% 0.40 CHF 0.41 CHF 125,000 125,000 146,051 146,051 55,125 CHF 56,586 CHF 97.25% 97.25%
25/04/2024 2.74% 0.35 CHF 0.36 CHF 150,000 150,000 151,737 151,737 54,691 CHF 56,209 CHF 83.97% 83.97%

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