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 2.20% 0.44 CHF 0.45 CHF 270,000 270,000 272,372 272,372 122,849 CHF 125,573 CHF 100.00% 100.00%
08/05/2024 1.77% 0.57 CHF 0.58 CHF 280,000 280,000 280,427 280,427 157,150 CHF 159,955 CHF 98.93% 98.93%
07/05/2024 1.57% 0.58 CHF 0.59 CHF 285,000 285,000 286,102 286,102 181,659 CHF 184,523 CHF 90.64% 90.64%
06/05/2024 1.60% 0.61 CHF 0.62 CHF 285,000 285,000 285,201 285,201 176,732 CHF 179,584 CHF 100.00% 100.00%
03/05/2024 1.50% 0.65 CHF 0.66 CHF 290,000 290,000 289,551 289,551 192,067 CHF 194,962 CHF 89.47% 89.47%
02/05/2024 1.44% 0.68 CHF 0.69 CHF 290,000 290,000 291,099 291,099 200,752 CHF 203,663 CHF 92.04% 92.04%
30/04/2024 1.54% 0.68 CHF 0.69 CHF 290,000 290,000 288,337 288,337 186,010 CHF 188,895 CHF 100.00% 100.00%
29/04/2024 1.90% 0.64 CHF 0.65 CHF 290,000 290,000 271,872 271,872 171,934 CHF 174,952 CHF 100.00% 100.00%
26/04/2024 1.46% 0.65 CHF 0.66 CHF 290,000 290,000 289,234 289,234 196,214 CHF 199,106 CHF 99.43% 99.43%
25/04/2024 1.39% 0.72 CHF 0.73 CHF 295,000 295,000 292,568 292,568 208,446 CHF 211,371 CHF 98.60% 98.60%

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