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
18/04/2024 9.50% 0.11 CHF 0.12 CHF 744,100 744,100 748,408 748,408 75,068 CHF 82,552 CHF 100.00% 100.00%
17/04/2024 9.39% 0.10 CHF 0.11 CHF 760,300 760,300 757,429 757,429 77,194 CHF 84,783 CHF 100.00% 100.00%
16/04/2024 9.88% 0.10 CHF 0.11 CHF 747,200 747,200 747,136 747,136 71,916 CHF 79,387 CHF 99.68% 99.68%
15/04/2024 9.06% 0.11 CHF 0.12 CHF 732,600 732,600 727,396 727,396 76,629 CHF 83,903 CHF 99.84% 99.84%
12/04/2024 9.08% 0.10 CHF 0.11 CHF 744,900 744,900 735,846 735,846 77,431 CHF 84,790 CHF 100.00% 100.00%
11/04/2024 9.15% 0.10 CHF 0.11 CHF 717,600 717,600 707,513 707,513 73,821 CHF 80,896 CHF 99.36% 99.36%
10/04/2024 9.03% 0.11 CHF 0.12 CHF 696,300 696,300 697,922 697,922 73,806 CHF 80,786 CHF 100.00% 100.00%
09/04/2024 8.33% 0.11 CHF 0.12 CHF 621,700 621,700 611,824 611,824 70,476 CHF 76,595 CHF 100.00% 100.00%
08/04/2024 7.79% 0.13 CHF 0.14 CHF 624,100 624,100 627,608 627,608 77,462 CHF 83,738 CHF 100.00% 100.00%
05/04/2024 8.56% 0.12 CHF 0.13 CHF 638,500 638,500 644,121 644,121 72,017 CHF 78,459 CHF 100.00% 100.00%

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