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
14/06/2024 0.63% 1.57 CHF 1.58 CHF 124,000 124,000 122,171 122,171 192,172 CHF 193,393 CHF 98.84% 98.84%
13/06/2024 0.55% 1.72 CHF 1.73 CHF 116,000 116,000 112,303 112,303 202,116 CHF 203,240 CHF 99.99% 99.99%
12/06/2024 0.53% 1.85 CHF 1.86 CHF 112,000 112,000 111,538 111,538 208,225 CHF 209,340 CHF 99.93% 99.93%
11/06/2024 0.53% 1.86 CHF 1.87 CHF 112,000 112,000 110,486 110,486 208,641 CHF 209,746 CHF 99.25% 99.25%
10/06/2024 0.51% 1.97 CHF 1.98 CHF 108,000 108,000 107,555 107,555 212,309 CHF 213,385 CHF 100.00% 100.00%
07/06/2024 0.50% 2.06 CHF 2.07 CHF 104,000 104,000 107,113 107,113 214,448 CHF 215,519 CHF 99.99% 99.99%
05/06/2024 0.53% 1.86 CHF 1.87 CHF 112,000 112,000 111,519 111,519 208,878 CHF 209,993 CHF 100.00% 100.00%
04/06/2024 0.52% 1.90 CHF 1.91 CHF 112,000 112,000 108,929 108,929 209,242 CHF 210,331 CHF 99.39% 99.39%
03/06/2024 0.49% 2.02 CHF 2.03 CHF 108,000 108,000 106,796 106,796 216,084 CHF 217,152 CHF 100.00% 100.00%
31/05/2024 0.48% 2.06 CHF 2.07 CHF 104,000 104,000 103,712 103,712 213,769 CHF 214,806 CHF 97.27% 97.27%

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