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 2.09% 0.47 CHF 0.48 CHF 300,000 100,000 300,000 100,000 141,839 CHF 48,280 CHF 93.97% 93.97%
07/05/2024 2.34% 0.46 CHF 0.47 CHF 300,000 100,000 316,762 105,587 133,422 CHF 45,530 CHF 93.04% 93.04%
06/05/2024 2.72% 0.38 CHF 0.39 CHF 450,000 150,000 450,000 150,000 163,515 CHF 56,005 CHF 97.03% 97.03%
03/05/2024 2.96% 0.30 CHF 0.31 CHF 450,000 150,000 450,000 150,000 150,182 CHF 51,561 CHF 98.04% 98.04%
02/05/2024 2.70% 0.36 CHF 0.37 CHF 450,000 150,000 450,000 150,000 164,378 CHF 56,293 CHF 96.09% 96.09%
30/04/2024 2.71% 0.35 CHF 0.36 CHF 450,000 150,000 450,000 150,000 164,013 CHF 56,171 CHF 93.55% 93.55%
29/04/2024 2.73% 0.36 CHF 0.37 CHF 450,000 150,000 450,000 150,000 162,875 CHF 55,792 CHF 88.77% 88.77%
26/04/2024 2.98% 0.35 CHF 0.36 CHF 450,000 150,000 450,000 150,000 149,045 CHF 51,182 CHF 95.03% 95.03%
25/04/2024 3.03% 0.31 CHF 0.32 CHF 450,000 150,000 451,594 150,531 147,102 CHF 50,539 CHF 95.62% 95.62%
24/04/2024 2.53% 0.36 CHF 0.37 CHF 450,000 150,000 450,000 150,000 175,758 CHF 60,086 CHF 94.52% 94.52%

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