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 2.10% 0.47 CHF 0.48 CHF 1,000,000 1,000,000 1,000,000 1,000,000 470,816 CHF 480,816 CHF 99.26% 99.26%
24/04/2024 2.21% 0.44 CHF 0.45 CHF 1,000,000 1,000,000 999,855 999,855 448,517 CHF 458,517 CHF 99.54% 99.54%
23/04/2024 2.28% 0.46 CHF 0.47 CHF 1,000,000 1,000,000 999,793 999,793 433,966 CHF 443,966 CHF 97.60% 97.60%
22/04/2024 2.41% 0.41 CHF 0.42 CHF 1,000,000 1,000,000 1,000,000 1,000,000 410,509 CHF 420,509 CHF 100.00% 100.00%
19/04/2024 2.34% 0.43 CHF 0.44 CHF 1,000,000 1,000,000 1,000,000 1,000,000 422,709 CHF 432,709 CHF 100.00% 100.00%
18/04/2024 2.27% 0.43 CHF 0.44 CHF 1,000,000 1,000,000 999,765 1,000,000 435,924 CHF 446,023 CHF 99.99% 99.99%
17/04/2024 2.42% 0.41 CHF 0.42 CHF 1,000,000 1,000,000 998,334 998,322 408,773 CHF 418,768 CHF 100.00% 100.00%
16/04/2024 2.46% 0.40 CHF 0.41 CHF 1,000,000 1,000,000 998,820 998,820 401,614 CHF 411,614 CHF 99.81% 99.81%
15/04/2024 2.34% 0.41 CHF 0.42 CHF 1,000,000 1,000,000 999,768 999,768 423,506 CHF 433,506 CHF 99.36% 99.36%
12/04/2024 2.31% 0.41 CHF 0.42 CHF 1,000,000 1,000,000 1,000,000 1,000,000 428,701 CHF 438,701 CHF 100.00% 100.00%

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