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 10.38% 0.10 CHF 0.11 CHF 750,000 250,000 750,000 250,000 68,578 CHF 25,360 CHF 98.49% 98.49%
14/06/2024 10.13% 0.09 CHF 0.10 CHF 750,000 250,000 735,046 245,015 68,988 CHF 25,446 CHF 99.17% 99.17%
13/06/2024 7.71% 0.12 CHF 0.13 CHF 600,000 200,000 600,000 200,000 74,960 CHF 26,987 CHF 99.16% 99.16%
12/06/2024 7.98% 0.12 CHF 0.13 CHF 600,000 200,000 600,000 200,000 72,185 CHF 26,062 CHF 99.16% 99.16%
11/06/2024 8.76% 0.12 CHF 0.13 CHF 600,000 200,000 610,441 203,480 66,579 CHF 24,228 CHF 99.17% 99.17%
10/06/2024 7.95% 0.13 CHF 0.14 CHF 600,000 200,000 600,000 200,000 72,712 CHF 26,237 CHF 99.16% 99.16%
07/06/2024 8.16% 0.12 CHF 0.13 CHF 600,000 200,000 600,000 200,000 70,584 CHF 25,528 CHF 99.15% 99.15%
05/06/2024 9.58% 0.11 CHF 0.12 CHF 600,000 200,000 743,149 247,716 73,888 CHF 27,106 CHF 99.16% 99.16%
04/06/2024 11.39% 0.08 CHF 0.09 CHF 750,000 250,000 750,000 250,000 62,308 CHF 23,269 CHF 99.13% 99.13%
03/06/2024 9.39% 0.09 CHF 0.10 CHF 750,000 250,000 686,326 228,775 69,595 CHF 25,486 CHF 99.17% 99.17%

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