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 5.51% 0.18 CHF 0.19 CHF 620,000 620,000 620,000 620,000 109,545 CHF 115,745 CHF 99.29% 99.29%
07/05/2024 5.04% 0.20 CHF 0.21 CHF 610,000 610,000 609,685 609,685 118,207 CHF 124,307 CHF 99.92% 99.92%
06/05/2024 4.89% 0.20 CHF 0.21 CHF 620,000 620,000 620,000 620,000 123,708 CHF 129,908 CHF 100.00% 100.00%
03/05/2024 5.20% 0.20 CHF 0.21 CHF 660,000 660,000 660,000 660,000 124,267 CHF 130,867 CHF 99.40% 99.40%
02/05/2024 6.32% 0.15 CHF 0.16 CHF 680,000 680,000 680,000 680,000 104,367 CHF 111,167 CHF 100.00% 100.00%
30/04/2024 5.90% 0.15 CHF 0.16 CHF 670,000 670,000 670,000 670,000 110,400 CHF 117,100 CHF 99.15% 99.15%
29/04/2024 5.79% 0.17 CHF 0.18 CHF 710,000 710,000 710,000 710,000 119,272 CHF 126,372 CHF 99.81% 99.81%
26/04/2024 5.50% 0.15 CHF 0.16 CHF 670,000 670,000 670,000 670,000 118,904 CHF 125,604 CHF 99.33% 99.33%
25/04/2024 5.63% 0.17 CHF 0.18 CHF 710,000 710,000 710,000 710,000 122,946 CHF 130,046 CHF 99.24% 99.24%
24/04/2024 6.24% 0.15 CHF 0.16 CHF 690,000 690,000 689,993 689,993 107,216 CHF 114,116 CHF 99.59% 99.59%

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