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 5.16% 0.15 CHF 0.16 CHF 80,497 20,000 79,983 20,000 15,423 CHF 4,059 CHF 100.00% 100.00%
13/06/2024 3.48% 0.26 CHF 0.27 CHF 79,281 20,000 78,993 20,000 22,353 CHF 5,860 CHF 99.19% 99.19%
12/06/2024 3.19% 0.34 CHF 0.35 CHF 77,765 20,000 78,504 19,685 24,520 CHF 6,342 CHF 93.76% 93.76%
11/06/2024 2.71% 0.31 CHF 0.32 CHF 78,928 20,000 78,018 20,000 28,640 CHF 7,546 CHF 100.00% 100.00%
10/06/2024 2.40% 0.39 CHF 0.40 CHF 77,780 20,000 77,360 20,000 31,996 CHF 8,475 CHF 99.59% 99.59%
07/06/2024 2.00% 0.47 CHF 0.48 CHF 76,696 20,000 75,900 20,000 37,647 CHF 10,126 CHF 97.03% 97.03%
05/06/2024 2.22% 0.45 CHF 0.46 CHF 76,647 20,000 76,644 20,000 34,156 CHF 9,114 CHF 99.51% 99.51%
04/06/2024 2.51% 0.39 CHF 0.40 CHF 77,258 20,000 77,408 20,000 30,456 CHF 8,069 CHF 100.00% 100.00%
03/06/2024 2.25% 0.39 CHF 0.40 CHF 77,642 20,000 77,486 20,000 34,108 CHF 9,004 CHF 99.23% 99.23%
31/05/2024 2.00% 0.49 CHF 0.50 CHF 77,025 20,000 77,080 20,000 38,127 CHF 10,093 CHF 99.13% 99.13%

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