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
13/06/2024 10.28% 0.36 CHF 0.37 CHF 140,000 25,000 150,233 9,113 52,440 CHF 3,406 CHF 99.65% 99.65%
12/06/2024 4.59% 0.38 CHF 0.39 CHF 140,000 25,000 132,256 19,415 52,858 CHF 8,069 CHF 77.81% 77.81%
11/06/2024 4.48% 0.42 CHF 0.43 CHF 120,000 25,000 127,331 19,866 52,710 CHF 8,596 CHF 95.82% 95.82%
10/06/2024 4.07% 0.41 CHF 0.42 CHF 130,000 25,000 114,812 20,014 51,174 CHF 9,251 CHF 99.54% 99.54%
07/06/2024 3.81% 0.50 CHF 0.51 CHF 100,000 25,000 109,682 20,024 52,645 CHF 9,977 CHF 99.64% 99.64%
05/06/2024 3.32% 0.54 CHF 0.55 CHF 100,000 25,000 100,000 20,017 54,174 CHF 11,178 CHF 82.11% 82.11%
04/06/2024 3.45% 0.53 CHF 0.54 CHF 100,000 25,000 99,596 20,012 52,856 CHF 10,993 CHF 99.65% 99.65%
03/06/2024 3.90% 0.54 CHF 0.55 CHF 100,000 25,000 108,934 20,013 52,051 CHF 10,005 CHF 99.62% 99.62%
31/05/2024 4.27% 0.47 CHF 0.48 CHF 110,000 25,000 121,216 16,496 52,479 CHF 7,589 CHF 99.65% 99.65%
30/05/2024 4.77% 0.39 CHF 0.40 CHF 130,000 20,000 134,069 8,358 51,688 CHF 3,371 CHF 99.66% 99.66%

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