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
02/05/2024 0.33% 15.25 CHF 15.30 CHF 50,000 50,000 49,666 49,666 754,991 CHF 757,475 CHF 99.40% 99.40%
30/04/2024 0.32% 15.30 CHF 15.35 CHF 50,000 50,000 49,802 49,722 769,302 CHF 770,560 CHF 99.32% 99.32%
29/04/2024 0.33% 15.40 CHF 15.45 CHF 50,000 50,000 49,441 49,439 763,279 CHF 765,719 CHF 99.70% 99.70%
26/04/2024 0.33% 15.35 CHF 15.40 CHF 50,000 50,000 49,509 49,509 758,561 CHF 761,039 CHF 99.88% 99.88%
25/04/2024 0.33% 15.05 CHF 15.10 CHF 50,000 50,000 49,447 49,444 759,805 CHF 762,245 CHF 97.77% 97.77%
24/04/2024 0.32% 15.55 CHF 15.60 CHF 50,000 50,000 49,503 49,501 774,908 CHF 777,355 CHF 99.54% 99.54%
23/04/2024 0.33% 15.60 CHF 15.65 CHF 50,000 50,000 49,514 49,511 765,850 CHF 768,293 CHF 99.12% 99.12%
22/04/2024 0.33% 15.20 CHF 15.25 CHF 50,000 50,000 49,594 49,594 758,577 CHF 761,059 CHF 98.50% 98.50%
19/04/2024 0.34% 15.10 CHF 15.15 CHF 50,000 50,000 49,519 49,519 737,725 CHF 740,203 CHF 99.66% 99.66%
18/04/2024 0.34% 15.25 CHF 15.30 CHF 50,000 50,000 49,466 49,466 743,182 CHF 745,659 CHF 99.38% 99.38%

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