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 2.11% 0.45 CHF 0.46 CHF 450,000 150,000 450,000 150,000 211,178 CHF 71,893 CHF 98.89% 98.89%
07/05/2024 1.99% 0.52 CHF 0.53 CHF 450,000 150,000 450,000 150,000 224,045 CHF 76,182 CHF 98.88% 98.88%
06/05/2024 2.09% 0.47 CHF 0.48 CHF 450,000 150,000 511,085 170,362 241,520 CHF 82,211 CHF 98.02% 98.02%
03/05/2024 2.30% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 257,991 CHF 87,997 CHF 98.59% 98.59%
02/05/2024 2.34% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 253,774 CHF 86,591 CHF 99.07% 99.07%
30/04/2024 2.22% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 268,393 CHF 91,464 CHF 98.23% 98.23%
29/04/2024 1.69% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 263,454 CHF 89,318 CHF 98.59% 98.59%
26/04/2024 1.74% 0.57 CHF 0.58 CHF 600,000 200,000 572,487 190,829 325,289 CHF 110,338 CHF 98.30% 98.30%
25/04/2024 1.86% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 320,297 CHF 108,766 CHF 98.88% 98.88%
24/04/2024 1.77% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 336,483 CHF 114,161 CHF 98.76% 98.76%

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