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
05/06/2024 1.44% 0.73 CHF 0.74 CHF 100,000 100,000 98,959 98,959 73,470 CHF 74,475 CHF 99.70% 99.70%
04/06/2024 1.41% 0.77 CHF 0.78 CHF 100,000 100,000 96,783 93,500 71,303 CHF 69,931 CHF 97.98% 97.98%
03/06/2024 1.72% 0.70 CHF 0.71 CHF 100,000 100,000 97,658 97,658 66,218 CHF 67,229 CHF 98.13% 98.13%
31/05/2024 2.14% 0.65 CHF 0.66 CHF 100,000 100,000 94,978 94,978 61,005 CHF 62,030 CHF 99.03% 99.03%
30/05/2024 1.58% 0.66 CHF 0.67 CHF 100,000 100,000 99,566 99,566 64,501 CHF 65,503 CHF 99.59% 99.59%
29/05/2024 1.77% 0.59 CHF 0.60 CHF 100,000 100,000 99,860 99,860 56,505 CHF 57,506 CHF 100.00% 100.00%
28/05/2024 1.78% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 55,677 CHF 56,677 CHF 100.00% 100.00%
27/05/2024 1.83% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 54,034 CHF 55,034 CHF 100.00% 100.00%
24/05/2024 1.81% 0.55 CHF 0.56 CHF 100,000 100,000 99,871 99,871 55,381 CHF 56,381 CHF 99.67% 99.67%
23/05/2024 2.16% 0.57 CHF 0.58 CHF 100,000 100,000 96,990 96,990 54,521 CHF 55,536 CHF 98.47% 98.47%

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