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
13/06/2024 0.85% 1.11 CHF 1.12 CHF 190,000 190,000 85,607 85,607 102,322 CHF 103,182 CHF 98.23% 98.23%
12/06/2024 0.82% 1.26 CHF 1.27 CHF 190,000 190,000 85,532 85,532 106,483 CHF 107,342 CHF 98.30% 98.30%
11/06/2024 0.85% 1.19 CHF 1.20 CHF 190,000 190,000 85,365 85,365 103,381 CHF 104,239 CHF 99.33% 99.33%
10/06/2024 0.92% 1.22 CHF 1.23 CHF 190,000 190,000 86,005 86,005 97,424 CHF 98,287 CHF 99.60% 99.60%
07/06/2024 0.90% 1.14 CHF 1.15 CHF 190,000 190,000 85,538 85,538 96,879 CHF 97,738 CHF 97.98% 97.98%
05/06/2024 1.10% 0.95 CHF 0.96 CHF 190,000 190,000 86,605 86,605 79,912 CHF 80,781 CHF 98.95% 98.95%
04/06/2024 1.23% 0.83 CHF 0.84 CHF 200,000 200,000 87,422 87,422 72,524 CHF 73,401 CHF 98.47% 98.47%
03/06/2024 1.27% 0.81 CHF 0.82 CHF 200,000 200,000 86,591 86,591 69,876 CHF 70,745 CHF 98.20% 98.20%
31/05/2024 1.21% 0.72 CHF 0.73 CHF 200,000 200,000 83,335 83,335 68,333 CHF 69,171 CHF 96.10% 96.10%
30/05/2024 1.02% 0.94 CHF 0.95 CHF 190,000 190,000 85,983 85,983 85,153 CHF 86,016 CHF 99.12% 99.12%

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