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 1.13% 0.91 CHF 0.92 CHF 200,000 200,000 200,000 200,000 176,262 CHF 178,262 CHF 99.80% 99.80%
13/06/2024 1.19% 0.83 CHF 0.84 CHF 200,000 200,000 200,000 200,000 167,088 CHF 169,088 CHF 99.81% 99.81%
12/06/2024 1.20% 0.80 CHF 0.81 CHF 200,000 200,000 200,000 200,000 165,343 CHF 167,343 CHF 99.10% 99.10%
11/06/2024 1.21% 0.81 CHF 0.82 CHF 200,000 200,000 200,000 200,000 163,701 CHF 165,701 CHF 99.81% 99.81%
10/06/2024 1.23% 0.80 CHF 0.81 CHF 200,000 200,000 200,000 200,000 161,147 CHF 163,147 CHF 96.42% 96.42%
07/06/2024 1.24% 0.80 CHF 0.81 CHF 200,000 200,000 200,000 200,000 160,109 CHF 162,109 CHF 99.68% 99.68%
05/06/2024 1.23% 0.80 CHF 0.81 CHF 200,000 200,000 200,000 200,000 161,533 CHF 163,533 CHF 99.67% 99.67%
04/06/2024 1.37% 0.75 CHF 0.76 CHF 200,000 200,000 200,000 200,000 144,957 CHF 146,957 CHF 100.00% 100.00%
03/06/2024 1.32% 0.76 CHF 0.77 CHF 200,000 200,000 200,000 200,000 150,845 CHF 152,845 CHF 100.00% 100.00%
31/05/2024 1.36% 0.76 CHF 0.77 CHF 200,000 200,000 200,000 200,000 146,258 CHF 148,258 CHF 100.00% 100.00%

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