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
13/06/2024 0.14% 20.83 CHF 20.84 CHF 46,000 46,000 20,556 20,556 435,461 CHF 435,902 CHF 99.79% 99.79%
12/06/2024 0.08% 21.39 CHF 21.40 CHF 45,000 45,000 20,442 20,442 436,493 CHF 436,805 CHF 99.61% 99.61%
11/06/2024 0.08% 21.24 CHF 21.25 CHF 45,000 45,000 20,513 20,513 436,773 CHF 437,086 CHF 99.90% 99.90%
10/06/2024 0.09% 21.32 CHF 21.33 CHF 45,000 45,000 20,803 20,803 436,024 CHF 436,342 CHF 99.93% 99.93%
07/06/2024 0.09% 20.99 CHF 21.00 CHF 46,000 46,000 20,859 20,859 435,854 CHF 436,172 CHF 99.72% 99.72%
05/06/2024 0.09% 20.15 CHF 20.16 CHF 47,000 47,000 21,169 21,169 423,705 CHF 424,027 CHF 99.82% 99.82%
04/06/2024 0.09% 19.59 CHF 19.60 CHF 48,000 48,000 21,302 21,302 418,070 CHF 418,394 CHF 99.52% 99.52%
03/06/2024 0.09% 19.59 CHF 19.60 CHF 48,000 48,000 21,058 21,058 413,962 CHF 414,282 CHF 99.16% 99.16%
31/05/2024 0.09% 19.33 CHF 19.34 CHF 48,000 48,000 20,559 20,559 406,160 CHF 406,468 CHF 97.76% 97.76%
30/05/2024 0.09% 20.26 CHF 20.27 CHF 46,000 46,000 20,942 20,942 429,238 CHF 429,557 CHF 99.81% 99.81%

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