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
24/04/2024 0.04% 23.51 CHF 23.52 CHF 250,000 250,000 249,946 249,946 5,919,130 CHF 5,921,630 CHF 99.84% 99.84%
23/04/2024 0.04% 23.47 CHF 23.48 CHF 250,000 250,000 249,953 249,953 5,787,650 CHF 5,790,150 CHF 100.00% 100.00%
22/04/2024 0.04% 22.66 CHF 22.67 CHF 250,000 250,000 250,000 250,000 5,704,690 CHF 5,707,190 CHF 99.99% 99.99%
19/04/2024 0.04% 22.86 CHF 22.87 CHF 250,000 250,000 250,000 250,000 5,706,100 CHF 5,708,600 CHF 99.98% 99.98%
18/04/2024 0.04% 23.41 CHF 23.42 CHF 250,000 250,000 250,000 250,000 5,797,500 CHF 5,800,000 CHF 99.93% 99.93%
17/04/2024 0.04% 23.37 CHF 23.38 CHF 250,000 250,000 249,542 249,542 5,868,200 CHF 5,870,700 CHF 99.98% 99.98%
16/04/2024 0.04% 23.43 CHF 23.44 CHF 250,000 250,000 249,577 249,577 5,869,750 CHF 5,872,250 CHF 99.83% 99.83%
15/04/2024 0.04% 24.18 CHF 24.19 CHF 250,000 250,000 250,000 250,000 6,095,180 CHF 6,097,680 CHF 99.82% 99.82%
12/04/2024 0.04% 24.28 CHF 24.29 CHF 250,000 250,000 250,000 250,000 6,154,360 CHF 6,156,860 CHF 100.00% 100.00%
11/04/2024 0.04% 24.35 CHF 24.36 CHF 250,000 250,000 249,958 249,958 6,090,710 CHF 6,093,210 CHF 99.88% 99.88%

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