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 5.34% 0.22 CHF 0.24 CHF 172,625 75,000 173,376 75,000 42,797 CHF 19,512 CHF 100.00% 100.00%
07/05/2024 7.46% 0.17 CHF 0.19 CHF 170,568 75,000 171,011 75,000 31,227 CHF 14,749 CHF 98.92% 98.92%
06/05/2024 5.11% 0.24 CHF 0.25 CHF 172,569 75,000 173,133 75,000 45,276 CHF 20,636 CHF 100.00% 100.00%
03/05/2024 3.81% 0.29 CHF 0.30 CHF 174,051 100,000 172,848 100,000 48,966 CHF 29,437 CHF 93.39% 93.39%
02/05/2024 2.52% 0.40 CHF 0.41 CHF 130,000 100,000 132,541 100,000 51,851 CHF 40,267 CHF 98.40% 98.40%
30/04/2024 1.95% 0.51 CHF 0.52 CHF 100,000 100,000 101,468 100,000 51,480 CHF 51,769 CHF 100.00% 100.00%
29/04/2024 1.83% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 54,145 CHF 55,145 CHF 100.00% 100.00%
26/04/2024 1.67% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 59,345 CHF 60,345 CHF 99.60% 99.60%
25/04/2024 1.53% 0.66 CHF 0.67 CHF 100,000 100,000 100,000 100,000 64,905 CHF 65,905 CHF 99.42% 99.42%
24/04/2024 1.66% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 59,754 CHF 60,754 CHF 100.00% 100.00%

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