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
10/06/2024 0.15% 22.89 CHF 22.90 CHF 32,000 32,000 17,691 17,691 405,836 CHF 406,338 CHF 99.59% 99.59%
07/06/2024 0.14% 23.41 CHF 23.42 CHF 32,000 32,000 17,575 17,575 410,521 CHF 411,007 CHF 98.66% 98.66%
05/06/2024 0.08% 23.08 CHF 23.09 CHF 32,000 32,000 17,740 17,740 407,261 CHF 407,547 CHF 99.97% 99.97%
04/06/2024 0.08% 22.52 CHF 22.53 CHF 33,000 33,000 17,789 17,789 401,517 CHF 401,803 CHF 99.96% 99.96%
03/06/2024 0.15% 22.51 CHF 22.52 CHF 32,000 32,000 17,845 17,845 406,984 CHF 407,487 CHF 98.91% 98.91%
31/05/2024 0.15% 22.41 CHF 22.42 CHF 32,000 32,000 17,762 17,762 403,169 CHF 403,668 CHF 98.83% 98.83%
30/05/2024 0.14% 22.90 CHF 22.91 CHF 32,000 32,000 17,742 17,742 413,683 CHF 414,184 CHF 99.92% 99.92%
29/05/2024 0.08% 23.78 CHF 23.79 CHF 31,000 31,000 17,419 17,419 412,505 CHF 412,788 CHF 99.16% 99.16%
28/05/2024 0.08% 23.73 CHF 23.74 CHF 31,000 31,000 17,524 17,524 411,154 CHF 411,437 CHF 99.54% 99.54%
27/05/2024 0.09% 23.49 CHF 23.51 CHF 16,000 16,000 14,255 14,255 334,462 CHF 334,748 CHF 98.92% 98.92%

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