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 0.54% 1.89 CHF 1.90 CHF 120,000 120,000 120,702 120,702 224,806 CHF 226,013 CHF 100.00% 100.00%
14/06/2024 0.54% 1.85 CHF 1.86 CHF 124,000 124,000 122,171 122,171 226,538 CHF 227,760 CHF 98.85% 98.85%
13/06/2024 0.48% 2.01 CHF 2.02 CHF 116,000 116,000 112,303 112,303 234,179 CHF 235,302 CHF 100.00% 100.00%
12/06/2024 0.46% 2.13 CHF 2.14 CHF 112,000 112,000 111,538 111,538 239,895 CHF 241,011 CHF 100.00% 100.00%
11/06/2024 0.46% 2.15 CHF 2.16 CHF 112,000 112,000 110,487 110,487 240,068 CHF 241,173 CHF 99.26% 99.26%
10/06/2024 0.44% 2.25 CHF 2.26 CHF 108,000 108,000 107,555 107,555 242,858 CHF 243,934 CHF 99.99% 99.99%
07/06/2024 0.44% 2.35 CHF 2.36 CHF 104,000 104,000 107,113 107,113 244,759 CHF 245,830 CHF 100.00% 100.00%
05/06/2024 0.46% 2.15 CHF 2.16 CHF 112,000 112,000 111,520 111,520 240,815 CHF 241,930 CHF 100.00% 100.00%
04/06/2024 0.45% 2.19 CHF 2.20 CHF 112,000 112,000 108,929 108,929 240,434 CHF 241,523 CHF 99.47% 99.47%
03/06/2024 0.43% 2.31 CHF 2.32 CHF 108,000 108,000 106,798 106,798 246,844 CHF 247,912 CHF 100.00% 100.00%

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