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 30.12% 0.03 CHF 0.04 CHF 2,657,500 2,657,500 2,678,390 2,678,390 75,976 CHF 102,760 CHF 100.00% 100.00%
24/04/2024 28.57% 0.03 CHF 0.04 CHF 2,594,800 2,594,800 2,581,600 2,581,600 77,448 CHF 103,264 CHF 99.72% 99.72%
23/04/2024 28.57% 0.03 CHF 0.04 CHF 2,576,900 2,576,900 2,590,030 2,590,030 77,701 CHF 103,603 CHF 100.00% 100.00%
22/04/2024 29.17% 0.03 CHF 0.04 CHF 2,698,600 2,698,600 2,714,770 2,714,770 79,720 CHF 106,868 CHF 100.00% 100.00%
19/04/2024 33.31% 0.03 CHF 0.04 CHF 2,655,700 2,655,700 2,678,180 2,678,180 67,024 CHF 93,806 CHF 100.00% 100.00%
18/04/2024 28.59% 0.03 CHF 0.04 CHF 2,576,500 2,576,500 2,594,570 2,594,570 77,791 CHF 103,736 CHF 100.00% 100.00%
17/04/2024 28.65% 0.03 CHF 0.04 CHF 2,456,400 2,456,400 2,435,730 2,435,730 73,072 CHF 97,476 CHF 100.00% 100.00%
16/04/2024 28.57% 0.03 CHF 0.04 CHF 2,276,000 2,276,000 2,269,190 2,269,190 68,076 CHF 90,768 CHF 99.68% 99.68%
15/04/2024 25.00% 0.04 CHF 0.05 CHF 2,245,000 2,245,000 2,227,450 2,227,450 77,961 CHF 100,235 CHF 99.84% 99.84%
12/04/2024 25.02% 0.03 CHF 0.04 CHF 2,100,700 2,100,700 2,063,650 2,063,650 72,158 CHF 92,795 CHF 100.00% 100.00%

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