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 6.05% 0.02 CHF 0.09 CHF 83,598 20,000 81,616 20,000 14,498 CHF 3,764 CHF 75.05% 78.04%
14/06/2024 3.34% 0.25 CHF 0.26 CHF 80,415 20,000 79,984 20,000 23,742 CHF 6,139 CHF 100.00% 100.00%
13/06/2024 2.57% 0.36 CHF 0.37 CHF 79,229 20,000 78,990 20,000 30,440 CHF 7,908 CHF 98.39% 98.39%
12/06/2024 2.40% 0.45 CHF 0.46 CHF 77,671 20,000 78,507 19,686 32,729 CHF 8,400 CHF 93.80% 93.80%
11/06/2024 2.11% 0.42 CHF 0.43 CHF 78,825 20,000 78,009 20,000 36,703 CHF 9,614 CHF 100.00% 100.00%
10/06/2024 1.92% 0.50 CHF 0.51 CHF 77,695 20,000 77,358 20,000 40,024 CHF 10,551 CHF 96.34% 96.34%
07/06/2024 1.66% 0.57 CHF 0.58 CHF 76,738 20,000 75,900 20,000 45,407 CHF 12,171 CHF 96.99% 96.99%
05/06/2024 1.81% 0.56 CHF 0.57 CHF 76,663 20,000 76,646 20,000 42,008 CHF 11,162 CHF 99.50% 99.50%
04/06/2024 1.99% 0.49 CHF 0.50 CHF 77,299 20,000 77,406 20,000 38,490 CHF 10,145 CHF 99.99% 99.99%
03/06/2024 1.83% 0.50 CHF 0.51 CHF 77,609 20,000 77,471 20,000 42,067 CHF 11,061 CHF 100.00% 100.00%

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