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 0.84% 1.19 CHF 1.20 CHF 2,250,300 2,250,300 2,249,110 2,249,110 2,676,920 CHF 2,699,420 CHF 99.63% 99.63%
26/04/2024 0.86% 1.17 CHF 1.18 CHF 2,293,700 2,293,700 2,293,700 2,293,700 2,669,630 CHF 2,692,560 CHF 99.68% 99.68%
25/04/2024 0.85% 1.10 CHF 1.11 CHF 2,178,800 2,178,800 2,177,650 2,177,650 2,546,170 CHF 2,567,960 CHF 99.99% 99.99%
23/04/2024 0.83% 1.23 CHF 1.24 CHF 2,237,200 2,237,200 2,236,030 2,236,030 2,680,370 CHF 2,702,740 CHF 100.00% 100.00%
22/04/2024 0.86% 1.14 CHF 1.15 CHF 2,305,800 2,305,800 2,302,180 2,302,180 2,683,060 CHF 2,706,120 CHF 100.00% 100.00%
19/04/2024 0.91% 1.13 CHF 1.14 CHF 2,371,100 2,371,100 2,371,100 2,371,100 2,591,480 CHF 2,615,190 CHF 100.00% 100.00%
18/04/2024 0.89% 1.15 CHF 1.16 CHF 2,378,500 2,378,500 2,378,500 2,378,500 2,649,270 CHF 2,673,050 CHF 100.00% 100.00%
17/04/2024 0.89% 1.10 CHF 1.11 CHF 2,362,100 2,362,100 2,357,090 2,357,090 2,650,590 CHF 2,674,210 CHF 99.99% 99.99%
16/04/2024 0.90% 1.11 CHF 1.12 CHF 2,380,100 2,380,100 2,378,820 2,378,820 2,647,860 CHF 2,671,660 CHF 99.82% 99.82%
15/04/2024 0.84% 1.16 CHF 1.17 CHF 2,295,900 2,295,900 2,295,900 2,295,900 2,706,570 CHF 2,729,530 CHF 99.82% 99.82%

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