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 0.93% 1.07 CHF 1.08 CHF 500,000 100,000 500,000 100,000 535,976 CHF 108,195 CHF 98.66% 98.66%
14/06/2024 0.95% 1.04 CHF 1.05 CHF 500,000 100,000 500,000 100,000 521,515 CHF 105,303 CHF 99.22% 99.22%
13/06/2024 0.96% 1.04 CHF 1.05 CHF 500,000 100,000 500,000 100,000 517,348 CHF 104,470 CHF 98.87% 98.87%
12/06/2024 0.98% 1.04 CHF 1.05 CHF 500,000 100,000 500,000 100,000 507,850 CHF 102,570 CHF 99.27% 99.27%
11/06/2024 0.98% 1.00 CHF 1.01 CHF 500,000 100,000 500,000 100,000 507,129 CHF 102,426 CHF 99.27% 99.27%
10/06/2024 0.99% 1.02 CHF 1.03 CHF 500,000 100,000 500,000 100,000 504,790 CHF 101,958 CHF 99.27% 99.27%
07/06/2024 0.99% 1.00 CHF 1.01 CHF 500,000 100,000 500,000 100,000 503,789 CHF 101,758 CHF 99.10% 99.10%
05/06/2024 1.04% 0.96 CHF 0.97 CHF 500,000 100,000 500,000 100,000 479,261 CHF 96,852 CHF 99.27% 99.27%
04/06/2024 1.08% 0.92 CHF 0.93 CHF 500,000 100,000 500,000 100,000 458,664 CHF 92,733 CHF 99.27% 99.27%
03/06/2024 1.09% 0.89 CHF 0.90 CHF 500,000 100,000 500,000 100,000 457,120 CHF 92,424 CHF 99.27% 99.27%

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