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 1.87% 0.53 CHF 0.54 CHF 450,000 150,000 450,000 150,000 238,411 CHF 80,970 CHF 93.88% 93.88%
07/05/2024 2.02% 0.51 CHF 0.52 CHF 450,000 150,000 450,000 150,000 220,443 CHF 74,981 CHF 92.90% 92.90%
06/05/2024 2.21% 0.47 CHF 0.48 CHF 450,000 150,000 450,000 150,000 201,977 CHF 68,826 CHF 97.17% 97.17%
03/05/2024 2.34% 0.39 CHF 0.40 CHF 600,000 200,000 472,262 157,421 198,744 CHF 67,822 CHF 98.03% 98.03%
02/05/2024 2.20% 0.45 CHF 0.46 CHF 450,000 150,000 450,000 150,000 202,275 CHF 68,925 CHF 96.07% 96.07%
30/04/2024 2.21% 0.44 CHF 0.45 CHF 450,000 150,000 450,000 150,000 201,461 CHF 68,654 CHF 93.57% 93.57%
29/04/2024 2.22% 0.44 CHF 0.45 CHF 450,000 150,000 450,000 150,000 200,700 CHF 68,400 CHF 88.56% 88.56%
26/04/2024 2.37% 0.43 CHF 0.44 CHF 450,000 150,000 557,496 185,832 232,058 CHF 79,211 CHF 95.00% 95.00%
25/04/2024 2.40% 0.40 CHF 0.41 CHF 600,000 200,000 598,481 199,494 246,433 CHF 84,139 CHF 95.55% 95.55%
24/04/2024 2.12% 0.44 CHF 0.45 CHF 450,000 150,000 450,085 150,028 209,818 CHF 71,440 CHF 94.48% 94.48%

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