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 300,000 100,000 300,000 100,000 141,886 CHF 48,295 CHF 93.93% 93.93%
07/05/2024 2.35% 0.46 CHF 0.47 CHF 300,000 100,000 300,000 100,000 126,414 CHF 43,138 CHF 92.99% 92.99%
06/05/2024 2.76% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 107,715 CHF 36,905 CHF 97.03% 97.03%
03/05/2024 3.17% 0.27 CHF 0.28 CHF 300,000 100,000 300,000 100,000 93,806 CHF 32,269 CHF 97.75% 97.75%
02/05/2024 2.82% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 104,751 CHF 35,917 CHF 95.86% 95.86%
30/04/2024 2.88% 0.32 CHF 0.33 CHF 450,000 150,000 331,762 110,587 113,364 CHF 38,894 CHF 93.44% 93.44%
29/04/2024 2.91% 0.34 CHF 0.35 CHF 450,000 150,000 450,000 150,000 152,534 CHF 52,345 CHF 88.66% 88.66%
26/04/2024 3.36% 0.31 CHF 0.32 CHF 450,000 150,000 450,000 150,000 131,728 CHF 45,410 CHF 95.00% 95.00%
25/04/2024 3.42% 0.27 CHF 0.28 CHF 450,000 150,000 450,000 150,000 129,950 CHF 44,817 CHF 95.64% 95.64%
24/04/2024 2.70% 0.33 CHF 0.34 CHF 450,000 150,000 450,000 150,000 164,911 CHF 56,470 CHF 94.42% 94.42%

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