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
29/04/2024 0.06% 15.69 CHF 15.70 CHF 225,000 225,000 224,967 224,967 3,535,460 CHF 3,537,710 CHF 99.61% 99.61%
26/04/2024 0.06% 15.64 CHF 15.65 CHF 225,000 225,000 381,067 381,067 5,938,980 CHF 5,942,790 CHF 99.63% 99.63%
25/04/2024 0.06% 15.32 CHF 15.33 CHF 450,000 450,000 301,159 301,159 4,688,250 CHF 4,691,260 CHF 99.98% 99.98%
24/04/2024 0.06% 15.81 CHF 15.82 CHF 225,000 225,000 224,969 224,969 3,583,640 CHF 3,585,890 CHF 94.46% 94.46%
23/04/2024 0.06% 15.88 CHF 15.89 CHF 225,000 225,000 225,000 225,000 3,541,190 CHF 3,543,440 CHF 99.99% 99.99%
22/04/2024 0.06% 15.46 CHF 15.47 CHF 450,000 450,000 337,601 337,601 5,253,100 CHF 5,256,480 CHF 100.00% 100.00%
19/04/2024 0.07% 15.38 CHF 15.39 CHF 450,000 450,000 450,000 450,000 6,827,920 CHF 6,832,420 CHF 99.97% 99.97%
18/04/2024 0.07% 15.52 CHF 15.53 CHF 450,000 450,000 450,000 450,000 6,882,340 CHF 6,886,840 CHF 99.99% 99.99%
17/04/2024 0.07% 15.25 CHF 15.26 CHF 450,000 450,000 449,129 449,129 6,900,980 CHF 6,905,480 CHF 99.99% 99.99%
16/04/2024 0.07% 15.30 CHF 15.31 CHF 450,000 450,000 449,235 449,235 6,885,100 CHF 6,889,600 CHF 99.82% 99.82%

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