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
25/04/2024 2.12% 0.47 CHF 0.48 CHF 529,600 529,600 545,790 545,790 255,108 CHF 260,566 CHF 99.90% 99.90%
24/04/2024 2.22% 0.46 CHF 0.47 CHF 562,200 562,200 576,203 576,203 257,038 CHF 262,802 CHF 100.00% 100.00%
23/04/2024 2.39% 0.44 CHF 0.45 CHF 591,300 591,300 529,294 529,294 220,330 CHF 225,623 CHF 100.00% 100.00%
22/04/2024 1.91% 0.47 CHF 0.48 CHF 464,500 464,500 434,451 434,451 225,587 CHF 229,932 CHF 100.00% 100.00%
19/04/2024 1.53% 0.69 CHF 0.70 CHF 403,600 403,600 391,368 391,368 254,667 CHF 258,580 CHF 100.00% 100.00%
18/04/2024 1.47% 0.67 CHF 0.68 CHF 380,200 380,200 379,954 379,954 256,014 CHF 259,814 CHF 99.99% 99.99%
17/04/2024 1.44% 0.71 CHF 0.72 CHF 379,700 379,700 388,703 388,703 268,138 CHF 272,031 CHF 98.87% 98.87%
16/04/2024 1.53% 0.64 CHF 0.65 CHF 399,300 399,300 390,039 390,039 253,904 CHF 257,806 CHF 100.00% 100.00%
15/04/2024 1.47% 0.69 CHF 0.70 CHF 380,600 380,600 352,900 352,900 238,903 CHF 242,433 CHF 99.99% 99.99%
12/04/2024 1.17% 0.89 CHF 0.90 CHF 324,400 324,400 362,673 362,673 308,528 CHF 312,154 CHF 100.00% 100.00%

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