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
25/04/2024 0.06% 28.20 CHF 28.21 CHF 42,000 42,000 15,063 15,063 420,349 CHF 420,559 CHF 99.50% 99.50%
24/04/2024 0.06% 28.06 CHF 28.07 CHF 42,000 42,000 14,339 14,339 411,898 CHF 412,094 CHF 97.97% 97.97%
23/04/2024 0.06% 28.76 CHF 28.77 CHF 42,000 42,000 15,056 15,056 425,887 CHF 426,096 CHF 99.98% 99.98%
22/04/2024 0.07% 27.75 CHF 27.76 CHF 43,000 43,000 14,580 14,580 402,688 CHF 402,891 CHF 98.20% 98.20%
19/04/2024 0.11% 28.25 CHF 28.26 CHF 42,000 42,000 10,626 10,626 305,389 CHF 305,581 CHF 87.37% 87.37%
18/04/2024 0.06% 31.90 CHF 31.91 CHF 39,000 39,000 13,604 13,604 431,706 CHF 431,893 CHF 99.93% 99.93%
17/04/2024 0.06% 31.71 CHF 31.72 CHF 39,000 39,000 13,606 13,606 434,231 CHF 434,418 CHF 99.99% 99.99%
16/04/2024 0.06% 32.19 CHF 32.20 CHF 38,000 38,000 13,498 13,498 428,891 CHF 429,078 CHF 98.96% 98.96%
15/04/2024 0.07% 32.21 CHF 32.22 CHF 38,000 38,000 13,271 13,271 431,446 CHF 431,663 CHF 98.92% 98.92%
12/04/2024 0.07% 32.38 CHF 32.39 CHF 38,000 38,000 12,970 12,970 423,210 CHF 423,420 CHF 98.16% 98.16%

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