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
26/04/2024 0.11% 8.90 CHF 8.91 CHF 101,500 101,500 106,111 106,111 968,689 CHF 969,750 CHF 99.27% 99.27%
25/04/2024 0.11% 8.91 CHF 8.92 CHF 106,700 106,700 106,256 106,256 928,329 CHF 929,391 CHF 99.58% 99.58%
23/04/2024 0.12% 8.58 CHF 8.59 CHF 104,300 104,300 102,880 102,880 854,747 CHF 855,775 CHF 99.34% 99.34%
22/04/2024 0.11% 8.97 CHF 8.98 CHF 102,700 102,700 93,760 93,760 873,362 CHF 874,300 CHF 100.00% 100.00%
19/04/2024 0.10% 10.44 CHF 10.45 CHF 92,600 92,600 92,069 92,069 934,694 CHF 935,615 CHF 99.99% 99.99%
18/04/2024 0.10% 10.15 CHF 10.16 CHF 92,000 92,000 90,579 90,579 916,582 CHF 917,488 CHF 99.70% 99.70%
17/04/2024 0.10% 10.36 CHF 10.37 CHF 90,400 90,400 93,785 93,785 969,146 CHF 970,086 CHF 99.97% 99.97%
16/04/2024 0.10% 10.29 CHF 10.30 CHF 94,400 94,400 98,608 98,608 982,577 CHF 983,563 CHF 99.97% 99.97%
15/04/2024 0.11% 9.34 CHF 9.35 CHF 99,200 99,200 88,345 88,345 838,799 CHF 839,683 CHF 99.37% 99.37%
12/04/2024 0.09% 11.14 CHF 11.15 CHF 86,900 86,900 95,744 95,744 1,037,000 CHF 1,037,960 CHF 99.99% 99.99%

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