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
07/05/2024 0.09% 11.84 CHF 11.85 CHF 160,000 160,000 159,536 159,536 1,873,740 CHF 1,875,340 CHF 99.45% 99.45%
06/05/2024 0.09% 11.56 CHF 11.57 CHF 160,000 160,000 159,707 159,707 1,831,590 CHF 1,833,190 CHF 100.00% 100.00%
03/05/2024 0.12% 11.21 CHF 11.22 CHF 160,000 160,000 140,561 140,561 1,555,020 CHF 1,556,550 CHF 99.99% 99.99%
02/05/2024 0.09% 10.73 CHF 10.74 CHF 160,000 160,000 159,698 159,698 1,712,940 CHF 1,714,540 CHF 99.63% 99.63%
30/04/2024 0.09% 11.15 CHF 11.16 CHF 160,000 160,000 159,708 159,708 1,800,300 CHF 1,801,900 CHF 99.99% 99.99%
29/04/2024 0.09% 11.27 CHF 11.28 CHF 160,000 160,000 159,671 159,671 1,805,040 CHF 1,806,640 CHF 99.65% 99.65%
26/04/2024 0.09% 11.24 CHF 11.25 CHF 160,000 160,000 159,699 159,699 1,768,430 CHF 1,770,030 CHF 99.11% 99.11%
25/04/2024 0.10% 10.49 CHF 10.50 CHF 160,000 160,000 159,692 159,692 1,687,680 CHF 1,689,280 CHF 100.00% 100.00%
24/04/2024 0.09% 10.93 CHF 10.94 CHF 160,000 160,000 159,677 159,677 1,760,930 CHF 1,762,530 CHF 98.74% 98.74%
23/04/2024 0.10% 10.77 CHF 10.78 CHF 160,000 160,000 159,708 159,708 1,677,190 CHF 1,678,790 CHF 100.00% 100.00%

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