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
17/04/2024 1.02% 0.93 CHF 0.94 CHF 1,073,800 1,073,800 1,071,690 1,071,690 1,045,580 CHF 1,056,310 CHF 100.00% 100.00%
16/04/2024 1.03% 0.95 CHF 0.96 CHF 1,047,500 1,047,500 1,047,500 1,047,500 1,013,770 CHF 1,024,250 CHF 99.82% 99.82%
15/04/2024 0.82% 1.16 CHF 1.17 CHF 901,600 901,600 901,600 901,600 1,100,650 CHF 1,109,670 CHF 99.82% 99.82%
12/04/2024 0.75% 1.21 CHF 1.22 CHF 754,600 754,600 754,600 754,600 1,002,570 CHF 1,010,120 CHF 100.00% 100.00%
11/04/2024 0.80% 1.25 CHF 1.26 CHF 814,800 814,800 814,783 814,783 1,020,870 CHF 1,029,020 CHF 99.44% 99.44%
10/04/2024 0.72% 1.27 CHF 1.28 CHF 727,900 727,900 727,900 727,900 1,007,930 CHF 1,015,210 CHF 99.99% 99.99%
09/04/2024 0.70% 1.31 CHF 1.32 CHF 739,200 739,200 739,200 739,200 1,047,080 CHF 1,054,480 CHF 99.99% 99.99%
08/04/2024 0.70% 1.46 CHF 1.47 CHF 732,200 732,200 732,200 732,200 1,043,790 CHF 1,051,110 CHF 100.00% 100.00%
05/04/2024 0.76% 1.38 CHF 1.39 CHF 819,400 819,400 819,400 819,400 1,075,320 CHF 1,083,510 CHF 100.00% 100.00%
04/04/2024 0.64% 1.59 CHF 1.60 CHF 706,300 706,300 705,905 705,905 1,104,130 CHF 1,111,200 CHF 100.00% 100.00%

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