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 0.40% 4.50 CHF 4.52 CHF 15,000 15,000 15,000 15,000 67,499 CHF 67,766 CHF 99.55% 99.55%
07/05/2024 0.41% 4.17 CHF 4.19 CHF 15,000 15,000 15,000 15,000 57,983 CHF 58,223 CHF 99.53% 99.53%
06/05/2024 0.44% 3.66 CHF 3.67 CHF 20,000 20,000 20,000 20,000 70,906 CHF 71,219 CHF 99.46% 99.51%
03/05/2024 0.41% 3.50 CHF 3.51 CHF 20,000 20,000 20,000 20,000 68,966 CHF 69,249 CHF 99.48% 99.53%
02/05/2024 0.45% 3.30 CHF 3.32 CHF 20,000 20,000 16,757 16,757 55,578 CHF 55,827 CHF 99.51% 99.51%
30/04/2024 0.45% 3.50 CHF 3.51 CHF 15,000 15,000 15,000 15,000 53,519 CHF 53,761 CHF 99.50% 99.50%
29/04/2024 0.44% 3.79 CHF 3.81 CHF 10,000 10,000 10,000 10,000 40,791 CHF 40,972 CHF 99.57% 99.57%
26/04/2024 0.37% 4.32 CHF 4.33 CHF 15,000 15,000 15,000 15,000 64,279 CHF 64,516 CHF 99.57% 99.57%
25/04/2024 0.52% 3.79 CHF 3.81 CHF 10,000 10,000 10,000 10,000 39,279 CHF 39,481 CHF 99.53% 99.53%
24/04/2024 0.40% 4.88 CHF 4.90 CHF 10,000 10,000 10,000 10,000 50,031 CHF 50,230 CHF 99.57% 99.57%

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