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
10/05/2024 3.68% 0.28 CHF 0.29 CHF 360,000 360,000 360,000 360,000 96,141 CHF 99,741 CHF 100.00% 100.00%
08/05/2024 3.25% 0.30 CHF 0.31 CHF 360,000 360,000 359,859 359,859 108,930 CHF 112,530 CHF 99.63% 99.63%
07/05/2024 3.84% 0.25 CHF 0.26 CHF 390,000 390,000 389,787 389,787 99,590 CHF 103,490 CHF 100.00% 100.00%
06/05/2024 4.18% 0.24 CHF 0.25 CHF 380,000 380,000 380,000 380,000 88,949 CHF 92,749 CHF 100.00% 100.00%
03/05/2024 3.91% 0.26 CHF 0.27 CHF 380,000 380,000 380,000 380,000 95,399 CHF 99,199 CHF 99.95% 99.95%
02/05/2024 3.41% 0.30 CHF 0.31 CHF 380,000 380,000 380,000 380,000 109,720 CHF 113,520 CHF 100.00% 100.00%
30/04/2024 3.56% 0.28 CHF 0.30 CHF 400,000 400,000 400,000 400,000 110,466 CHF 114,466 CHF 100.00% 100.00%
29/04/2024 3.47% 0.27 CHF 0.28 CHF 380,000 380,000 379,840 379,840 107,796 CHF 111,596 CHF 100.00% 100.00%
26/04/2024 3.27% 0.34 CHF 0.35 CHF 390,000 390,000 390,000 390,000 117,300 CHF 121,200 CHF 99.53% 99.53%
25/04/2024 3.21% 0.32 CHF 0.33 CHF 370,000 370,000 370,000 370,000 113,556 CHF 117,256 CHF 99.99% 99.99%

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