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 4.34% 0.20 CHF 0.21 CHF 600,000 200,000 531,472 177,157 119,374 CHF 41,563 CHF 98.92% 98.92%
07/05/2024 3.94% 0.27 CHF 0.28 CHF 450,000 150,000 528,390 176,130 130,999 CHF 45,428 CHF 98.86% 98.86%
06/05/2024 4.27% 0.22 CHF 0.23 CHF 600,000 200,000 600,000 200,000 138,089 CHF 48,030 CHF 99.07% 99.07%
03/05/2024 4.90% 0.20 CHF 0.21 CHF 600,000 200,000 642,261 214,087 127,732 CHF 44,718 CHF 98.63% 98.63%
02/05/2024 4.91% 0.20 CHF 0.21 CHF 750,000 250,000 734,438 244,813 145,951 CHF 51,098 CHF 99.06% 99.06%
30/04/2024 4.45% 0.19 CHF 0.20 CHF 750,000 250,000 662,091 220,697 145,471 CHF 50,697 CHF 98.41% 98.41%
29/04/2024 2.86% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 207,195 CHF 71,065 CHF 98.61% 98.61%
26/04/2024 3.03% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 195,074 CHF 67,025 CHF 98.32% 98.32%
25/04/2024 3.37% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 175,423 CHF 60,474 CHF 99.01% 99.01%
24/04/2024 3.09% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 191,185 CHF 65,728 CHF 98.65% 98.65%

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