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 0.35% 8.40 CHF 8.43 CHF 56,100 56,100 56,100 56,100 484,512 CHF 486,195 CHF 99.95% 99.95%
24/04/2024 0.34% 8.55 CHF 8.58 CHF 55,000 55,000 54,982 54,982 480,022 CHF 481,672 CHF 100.00% 100.00%
23/04/2024 0.36% 8.54 CHF 8.57 CHF 57,900 57,900 57,900 57,900 477,863 CHF 479,600 CHF 99.97% 99.97%
22/04/2024 0.37% 8.07 CHF 8.10 CHF 57,300 57,300 57,282 57,282 461,624 CHF 463,344 CHF 99.98% 99.98%
19/04/2024 0.36% 8.47 CHF 8.50 CHF 57,500 57,500 57,500 57,500 477,023 CHF 478,748 CHF 99.97% 99.97%
18/04/2024 0.37% 8.13 CHF 8.16 CHF 57,400 57,400 57,400 57,400 469,630 CHF 471,352 CHF 99.93% 99.93%
17/04/2024 0.32% 9.19 CHF 9.22 CHF 51,800 51,800 51,699 51,699 479,950 CHF 481,504 CHF 99.97% 99.97%
16/04/2024 0.32% 9.65 CHF 9.68 CHF 51,800 51,800 51,785 51,785 492,631 CHF 494,185 CHF 99.97% 99.97%
15/04/2024 0.32% 9.24 CHF 9.27 CHF 51,600 51,600 51,592 51,592 480,886 CHF 482,434 CHF 99.98% 99.98%
12/04/2024 0.30% 10.36 CHF 10.39 CHF 52,800 52,800 52,800 52,800 529,798 CHF 531,382 CHF 99.99% 99.99%

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