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 22.14% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,206 CHF 25,103 CHF 99.64% 99.64%
13/06/2024 22.39% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,743 CHF 24,871 CHF 99.49% 99.49%
12/06/2024 18.99% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 48,010 CHF 29,005 CHF 99.58% 99.58%
11/06/2024 18.13% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,202 CHF 30,101 CHF 99.30% 99.30%
10/06/2024 16.05% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 57,680 CHF 33,840 CHF 99.60% 99.60%
07/06/2024 13.80% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 67,723 CHF 38,862 CHF 99.61% 99.61%
05/06/2024 11.74% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 80,184 CHF 45,092 CHF 99.53% 99.53%
04/06/2024 11.61% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 81,218 CHF 45,609 CHF 99.13% 99.13%
03/06/2024 13.41% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 69,831 CHF 39,915 CHF 93.36% 93.36%
31/05/2024 14.89% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 62,403 CHF 36,202 CHF 95.56% 95.56%

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