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
13/05/2024 4.17% 0.37 CHF 0.38 CHF 80,000 80,000 80,000 80,000 28,248 CHF 29,448 CHF 100.00% 100.00%
10/05/2024 3.55% 0.42 CHF 0.44 CHF 80,000 80,000 79,998 79,998 33,248 CHF 34,448 CHF 100.00% 100.00%
08/05/2024 1.96% 0.51 CHF 0.52 CHF 80,000 80,000 80,000 80,000 40,373 CHF 41,173 CHF 99.14% 99.14%
07/05/2024 1.89% 0.52 CHF 0.53 CHF 80,000 80,000 79,865 79,865 42,107 CHF 42,907 CHF 100.00% 100.00%
06/05/2024 1.87% 0.55 CHF 0.56 CHF 80,000 80,000 80,000 80,000 42,448 CHF 43,248 CHF 100.00% 100.00%
03/05/2024 1.74% 0.57 CHF 0.58 CHF 80,000 80,000 80,000 80,000 45,691 CHF 46,491 CHF 99.99% 99.99%
02/05/2024 1.65% 0.59 CHF 0.60 CHF 90,000 90,000 90,141 90,141 54,284 CHF 55,185 CHF 99.99% 99.99%
30/04/2024 3.29% 0.46 CHF 0.47 CHF 100,000 100,000 99,946 99,946 44,949 CHF 46,449 CHF 100.00% 100.00%
29/04/2024 3.56% 0.41 CHF 0.42 CHF 100,000 100,000 100,000 100,000 41,397 CHF 42,897 CHF 100.00% 100.00%
26/04/2024 3.21% 0.44 CHF 0.46 CHF 100,000 100,000 100,000 100,000 46,035 CHF 47,535 CHF 99.44% 99.44%

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