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 0.81% 1.16 CHF 1.17 CHF 50,000 20,000 44,730 20,000 54,920 CHF 24,906 CHF 99.72% 99.72%
14/06/2024 0.72% 1.34 CHF 1.35 CHF 40,000 20,000 40,000 20,000 55,510 CHF 27,955 CHF 99.89% 99.89%
13/06/2024 0.67% 1.45 CHF 1.46 CHF 40,000 20,000 40,000 20,000 59,094 CHF 29,747 CHF 99.19% 99.19%
12/06/2024 0.67% 1.54 CHF 1.55 CHF 40,000 20,000 40,000 19,682 60,292 CHF 29,856 CHF 92.65% 92.65%
11/06/2024 0.64% 1.51 CHF 1.52 CHF 40,000 20,000 40,000 20,000 62,428 CHF 31,414 CHF 100.00% 100.00%
10/06/2024 0.62% 1.59 CHF 1.60 CHF 40,000 20,000 40,000 20,000 64,301 CHF 32,351 CHF 96.34% 96.34%
07/06/2024 0.59% 1.66 CHF 1.67 CHF 40,000 20,000 32,925 20,000 55,456 CHF 33,975 CHF 96.68% 96.68%
05/06/2024 0.61% 1.65 CHF 1.66 CHF 40,000 20,000 39,682 20,000 64,993 CHF 32,962 CHF 99.51% 99.51%
04/06/2024 0.63% 1.58 CHF 1.59 CHF 40,000 20,000 40,000 20,000 63,456 CHF 31,928 CHF 99.28% 99.28%
03/06/2024 0.61% 1.59 CHF 1.60 CHF 40,000 20,000 39,776 20,000 64,864 CHF 32,820 CHF 98.36% 98.36%

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