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
29/04/2024 3.19% 0.16 CHF 0.16 CHF 3,000,000 3,000,000 2,999,570 2,999,570 463,506 CHF 478,506 CHF 100.00% 100.00%
26/04/2024 3.26% 0.16 CHF 0.16 CHF 3,000,000 3,000,000 3,000,000 3,000,000 453,191 CHF 468,191 CHF 99.20% 99.20%
25/04/2024 3.15% 0.16 CHF 0.16 CHF 3,000,000 3,000,000 3,000,000 3,000,000 468,452 CHF 483,452 CHF 99.60% 99.60%
23/04/2024 3.05% 0.16 CHF 0.17 CHF 3,000,000 3,000,000 2,999,810 2,999,810 483,967 CHF 498,967 CHF 99.34% 99.34%
22/04/2024 3.26% 0.16 CHF 0.16 CHF 3,000,000 3,000,000 2,999,110 2,999,110 452,649 CHF 467,649 CHF 100.00% 100.00%
19/04/2024 3.48% 0.14 CHF 0.14 CHF 3,000,000 3,000,000 3,000,000 3,000,000 423,091 CHF 438,091 CHF 100.00% 100.00%
18/04/2024 3.46% 0.14 CHF 0.15 CHF 3,000,000 3,000,000 3,000,000 3,000,000 425,559 CHF 440,559 CHF 99.75% 99.75%
17/04/2024 3.51% 0.14 CHF 0.14 CHF 3,000,000 3,000,000 2,994,190 2,994,190 420,420 CHF 435,420 CHF 100.00% 100.00%
16/04/2024 3.40% 0.14 CHF 0.14 CHF 3,000,000 3,000,000 2,999,090 2,999,090 434,285 CHF 449,285 CHF 100.00% 100.00%
15/04/2024 3.27% 0.15 CHF 0.16 CHF 3,000,000 3,000,000 2,999,650 2,999,650 450,998 CHF 465,998 CHF 99.39% 99.39%

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