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 0.40% 2.43 CHF 2.44 CHF 500,000 500,000 499,912 499,912 1,241,640 CHF 1,246,640 CHF 100.00% 100.00%
26/04/2024 0.40% 2.51 CHF 2.52 CHF 500,000 500,000 500,000 500,000 1,262,870 CHF 1,267,870 CHF 99.39% 99.39%
25/04/2024 0.41% 2.37 CHF 2.38 CHF 500,000 500,000 500,000 500,000 1,211,500 CHF 1,216,500 CHF 100.00% 100.00%
24/04/2024 0.41% 2.41 CHF 2.42 CHF 500,000 500,000 499,810 499,810 1,218,140 CHF 1,223,140 CHF 100.00% 100.00%
23/04/2024 0.43% 2.38 CHF 2.39 CHF 500,000 500,000 500,000 500,000 1,162,460 CHF 1,167,460 CHF 100.00% 100.00%
22/04/2024 0.44% 2.27 CHF 2.28 CHF 500,000 500,000 500,000 500,000 1,137,530 CHF 1,142,530 CHF 99.99% 99.99%
19/04/2024 0.43% 2.36 CHF 2.37 CHF 500,000 500,000 500,000 500,000 1,161,550 CHF 1,166,550 CHF 100.00% 100.00%
18/04/2024 0.43% 2.29 CHF 2.30 CHF 500,000 500,000 500,000 500,000 1,152,690 CHF 1,157,690 CHF 99.99% 99.99%
17/04/2024 0.39% 2.52 CHF 2.53 CHF 500,000 500,000 499,184 499,184 1,268,190 CHF 1,273,190 CHF 100.00% 100.00%
16/04/2024 0.39% 2.62 CHF 2.63 CHF 500,000 500,000 499,294 499,294 1,296,090 CHF 1,301,090 CHF 100.00% 100.00%

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