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 0.29% 17.75 CHF 17.80 CHF 50,000 50,000 49,576 49,576 875,086 CHF 877,567 CHF 99.84% 99.84%
14/06/2024 0.29% 17.60 CHF 17.65 CHF 50,000 50,000 49,585 49,585 870,932 CHF 873,414 CHF 99.83% 99.83%
13/06/2024 0.28% 17.65 CHF 17.70 CHF 50,000 50,000 49,573 49,573 881,387 CHF 883,868 CHF 99.85% 99.85%
12/06/2024 0.28% 18.00 CHF 18.05 CHF 50,000 50,000 49,710 49,710 895,940 CHF 898,427 CHF 99.61% 99.61%
11/06/2024 0.28% 17.90 CHF 17.95 CHF 50,000 50,000 50,000 50,000 897,758 CHF 900,258 CHF 97.93% 97.93%
10/06/2024 0.28% 17.95 CHF 18.00 CHF 50,000 50,000 49,569 49,569 889,744 CHF 892,225 CHF 99.91% 99.91%
07/06/2024 0.28% 18.15 CHF 18.20 CHF 50,000 50,000 49,819 49,819 896,719 CHF 899,211 CHF 99.21% 99.21%
05/06/2024 0.28% 17.90 CHF 17.95 CHF 50,000 50,000 49,545 49,545 886,676 CHF 889,156 CHF 99.98% 99.98%
04/06/2024 0.28% 17.65 CHF 17.70 CHF 50,000 50,000 49,683 49,683 877,776 CHF 880,262 CHF 99.47% 99.47%
03/06/2024 0.28% 17.75 CHF 17.80 CHF 50,000 50,000 49,758 49,758 896,221 CHF 898,710 CHF 96.76% 96.76%

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