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
17/06/2024 3.92% 0.13 CHF 0.13 CHF 619,700 619,700 619,700 619,700 77,513 CHF 80,612 CHF 100.00% 100.00%
14/06/2024 4.26% 0.12 CHF 0.13 CHF 678,300 678,300 678,300 678,300 77,958 CHF 81,350 CHF 100.00% 100.00%
13/06/2024 4.27% 0.11 CHF 0.12 CHF 646,900 646,900 646,544 646,544 74,174 CHF 77,409 CHF 99.79% 99.79%
12/06/2024 4.08% 0.12 CHF 0.13 CHF 613,200 613,200 613,185 613,185 73,582 CHF 76,648 CHF 100.00% 100.00%
11/06/2024 4.08% 0.12 CHF 0.13 CHF 628,600 628,600 628,600 628,600 75,432 CHF 78,575 CHF 100.00% 100.00%
10/06/2024 4.03% 0.13 CHF 0.13 CHF 607,800 607,800 607,800 607,800 73,998 CHF 77,037 CHF 100.00% 100.00%
07/06/2024 4.01% 0.13 CHF 0.13 CHF 629,900 629,900 629,900 629,900 77,095 CHF 80,244 CHF 100.00% 100.00%
05/06/2024 3.66% 0.14 CHF 0.14 CHF 561,200 561,200 561,152 561,152 75,357 CHF 78,163 CHF 100.00% 100.00%
04/06/2024 3.70% 0.13 CHF 0.13 CHF 567,600 567,600 567,600 567,600 75,350 CHF 78,188 CHF 100.00% 100.00%
03/06/2024 3.76% 0.14 CHF 0.14 CHF 585,300 585,300 585,300 585,300 76,352 CHF 79,278 CHF 100.00% 100.00%

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