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 2.31% 0.41 CHF 0.42 CHF 110,000 110,000 109,935 109,935 47,007 CHF 48,107 CHF 88.49% 88.49%
12/06/2024 2.17% 0.44 CHF 0.45 CHF 110,000 110,000 108,866 108,866 49,676 CHF 50,765 CHF 92.36% 92.36%
11/06/2024 2.01% 0.49 CHF 0.50 CHF 105,000 105,000 105,000 105,000 51,644 CHF 52,694 CHF 90.32% 90.32%
10/06/2024 1.88% 0.52 CHF 0.53 CHF 105,000 105,000 105,000 105,000 55,222 CHF 56,272 CHF 93.20% 93.20%
07/06/2024 1.74% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 56,890 CHF 57,890 CHF 93.81% 93.81%
05/06/2024 1.49% 0.65 CHF 0.66 CHF 95,000 95,000 95,040 95,040 63,210 CHF 64,160 CHF 98.50% 98.50%
04/06/2024 1.57% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 63,285 CHF 64,285 CHF 99.11% 99.11%
03/06/2024 1.57% 0.65 CHF 0.66 CHF 95,000 95,000 95,000 95,000 59,961 CHF 60,911 CHF 98.99% 98.99%
31/05/2024 1.61% 0.62 CHF 0.63 CHF 95,000 95,000 95,000 95,000 58,690 CHF 59,640 CHF 98.64% 98.64%
30/05/2024 1.67% 0.60 CHF 0.61 CHF 95,000 95,000 95,000 95,000 56,491 CHF 57,441 CHF 99.70% 99.70%

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