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 4.55% 0.19 CHF 0.20 CHF 116,000 116,000 117,699 117,699 25,382 CHF 26,559 CHF 100.00% 100.00%
10/05/2024 4.88% 0.22 CHF 0.23 CHF 118,000 118,000 116,503 116,503 23,310 CHF 24,475 CHF 100.00% 100.00%
08/05/2024 4.72% 0.21 CHF 0.22 CHF 118,000 118,000 118,000 118,000 24,442 CHF 25,622 CHF 98.99% 98.99%
07/05/2024 4.55% 0.22 CHF 0.23 CHF 118,000 118,000 117,953 117,953 25,420 CHF 26,601 CHF 99.66% 99.66%
06/05/2024 4.28% 0.22 CHF 0.23 CHF 118,000 118,000 119,039 119,039 27,260 CHF 28,450 CHF 100.00% 100.00%
03/05/2024 4.25% 0.24 CHF 0.25 CHF 120,000 120,000 119,782 119,782 27,567 CHF 28,765 CHF 99.98% 99.98%
02/05/2024 4.45% 0.24 CHF 0.25 CHF 120,000 120,000 118,314 118,314 25,997 CHF 27,180 CHF 100.00% 100.00%
30/04/2024 4.05% 0.25 CHF 0.26 CHF 120,000 120,000 119,938 119,938 29,065 CHF 30,265 CHF 100.00% 100.00%
29/04/2024 4.25% 0.23 CHF 0.24 CHF 120,000 120,000 119,275 119,275 27,449 CHF 28,641 CHF 99.57% 99.57%
26/04/2024 4.19% 0.24 CHF 0.25 CHF 120,000 120,000 119,503 119,503 27,956 CHF 29,151 CHF 99.62% 99.62%

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