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 0.75% 1.34 CHF 1.35 CHF 85,000 85,000 84,994 84,994 112,869 CHF 113,719 CHF 100.00% 100.00%
26/04/2024 0.75% 1.28 CHF 1.29 CHF 85,000 85,000 85,000 85,000 112,769 CHF 113,619 CHF 99.61% 99.61%
25/04/2024 0.80% 1.25 CHF 1.26 CHF 85,000 85,000 85,863 85,863 107,172 CHF 108,030 CHF 99.99% 99.99%
24/04/2024 0.77% 1.27 CHF 1.28 CHF 85,000 85,000 85,000 85,000 109,935 CHF 110,785 CHF 99.77% 99.77%
23/04/2024 0.78% 1.23 CHF 1.24 CHF 90,000 90,000 84,997 84,997 109,258 CHF 110,108 CHF 100.00% 100.00%
22/04/2024 0.75% 1.36 CHF 1.37 CHF 85,000 85,000 84,975 84,975 112,856 CHF 113,706 CHF 100.00% 100.00%
19/04/2024 0.78% 1.31 CHF 1.32 CHF 85,000 85,000 85,113 85,113 109,306 CHF 110,157 CHF 99.99% 99.99%
18/04/2024 0.76% 1.31 CHF 1.32 CHF 85,000 85,000 85,000 85,000 111,014 CHF 111,864 CHF 99.99% 99.99%
17/04/2024 0.78% 1.25 CHF 1.26 CHF 90,000 90,000 84,927 84,927 109,521 CHF 110,372 CHF 100.00% 100.00%
16/04/2024 0.76% 1.30 CHF 1.31 CHF 85,000 85,000 84,851 84,851 111,408 CHF 112,258 CHF 99.58% 99.58%

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