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 1.04% 1.22 CHF 1.23 CHF 50,000 50,000 50,000 50,000 63,922 CHF 64,589 CHF 99.64% 99.64%
14/06/2024 1.04% 1.33 CHF 1.34 CHF 50,000 50,000 50,000 50,000 66,318 CHF 67,014 CHF 99.63% 99.63%
13/06/2024 0.96% 1.39 CHF 1.40 CHF 50,000 50,000 50,000 50,000 69,005 CHF 69,670 CHF 99.19% 99.19%
12/06/2024 0.95% 1.44 CHF 1.45 CHF 50,000 50,000 49,706 49,228 74,007 CHF 73,972 CHF 94.22% 94.22%
11/06/2024 1.03% 1.49 CHF 1.50 CHF 50,000 50,000 50,000 50,000 75,447 CHF 76,227 CHF 99.25% 99.25%
10/06/2024 1.01% 1.47 CHF 1.49 CHF 50,000 50,000 50,000 50,000 73,084 CHF 73,827 CHF 99.43% 99.43%
07/06/2024 0.89% 1.51 CHF 1.52 CHF 50,000 50,000 50,000 50,000 76,296 CHF 76,979 CHF 96.95% 96.95%
05/06/2024 0.87% 1.53 CHF 1.54 CHF 50,000 50,000 50,000 50,000 75,755 CHF 76,414 CHF 99.50% 99.50%
04/06/2024 0.99% 1.44 CHF 1.46 CHF 50,000 50,000 50,000 50,000 70,997 CHF 71,700 CHF 99.60% 99.60%
03/06/2024 0.98% 1.40 CHF 1.41 CHF 50,000 50,000 50,000 50,000 71,527 CHF 72,229 CHF 99.53% 99.53%

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