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 0.10% 10.16 CHF 10.17 CHF 100,000 100,000 100,000 100,000 1,030,840 CHF 1,031,840 CHF 99.95% 99.95%
26/04/2024 0.18% 10.27 CHF 10.28 CHF 100,000 100,000 93,127 93,127 984,854 CHF 985,957 CHF 95.38% 95.38%
25/04/2024 0.28% 10.40 CHF 10.41 CHF 100,000 100,000 84,917 84,917 884,383 CHF 885,609 CHF 96.78% 96.78%
24/04/2024 0.14% 10.34 CHF 10.35 CHF 100,000 100,000 96,902 96,902 993,214 CHF 994,260 CHF 97.41% 97.41%
23/04/2024 0.21% 10.20 CHF 10.22 CHF 100,000 100,000 93,282 93,282 930,667 CHF 932,082 CHF 95.47% 95.47%
22/04/2024 0.19% 10.32 CHF 10.34 CHF 100,000 100,000 99,712 99,712 1,056,920 CHF 1,058,920 CHF 98.68% 98.68%
19/04/2024 0.18% 11.46 CHF 11.48 CHF 100,000 100,000 100,000 100,000 1,123,590 CHF 1,125,590 CHF 99.62% 99.62%
18/04/2024 0.18% 11.34 CHF 11.36 CHF 100,000 100,000 100,000 100,000 1,134,820 CHF 1,136,820 CHF 97.75% 97.75%
17/04/2024 0.17% 11.54 CHF 11.56 CHF 100,000 100,000 100,000 100,000 1,144,040 CHF 1,146,040 CHF 99.76% 99.76%
16/04/2024 0.18% 11.22 CHF 11.24 CHF 100,000 100,000 99,835 99,835 1,124,000 CHF 1,126,000 CHF 91.66% 91.66%

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