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
18/04/2024 0.36% 2.87 CHF 2.88 CHF 270,000 270,000 93,667 93,667 266,370 CHF 267,309 CHF 99.99% 99.99%
17/04/2024 0.36% 2.84 CHF 2.85 CHF 270,000 270,000 92,854 92,854 266,233 CHF 267,164 CHF 100.00% 100.00%
16/04/2024 0.36% 2.91 CHF 2.92 CHF 260,000 260,000 92,736 92,736 263,913 CHF 264,842 CHF 99.73% 99.73%
15/04/2024 0.34% 2.91 CHF 2.92 CHF 260,000 260,000 89,958 89,958 265,444 CHF 266,345 CHF 99.99% 99.99%
12/04/2024 0.34% 2.94 CHF 2.95 CHF 260,000 260,000 87,656 87,656 260,505 CHF 261,383 CHF 100.00% 100.00%
11/04/2024 0.35% 2.88 CHF 2.89 CHF 270,000 270,000 93,229 93,229 269,115 CHF 270,049 CHF 100.00% 100.00%
10/04/2024 0.36% 2.85 CHF 2.86 CHF 270,000 270,000 93,725 93,725 267,020 CHF 267,958 CHF 99.42% 99.42%
09/04/2024 0.35% 2.86 CHF 2.87 CHF 270,000 270,000 92,146 92,146 268,793 CHF 269,715 CHF 100.00% 100.00%
08/04/2024 0.34% 2.99 CHF 3.00 CHF 260,000 260,000 89,876 89,876 270,705 CHF 271,605 CHF 99.90% 99.90%
05/04/2024 0.35% 2.99 CHF 3.00 CHF 260,000 260,000 91,162 91,162 268,109 CHF 269,022 CHF 99.99% 99.99%

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