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 3.17% 0.43 CHF 0.44 CHF 849,000 849,000 848,250 848,250 396,360 CHF 409,091 CHF 98.77% 98.77%
12/06/2024 2.98% 0.51 CHF 0.52 CHF 872,700 872,700 872,700 872,700 433,337 CHF 446,428 CHF 100.00% 100.00%
11/06/2024 2.99% 0.48 CHF 0.49 CHF 800,900 800,900 800,900 800,900 397,009 CHF 409,023 CHF 100.00% 100.00%
10/06/2024 2.80% 0.53 CHF 0.54 CHF 764,400 764,400 764,400 764,400 404,161 CHF 415,627 CHF 100.00% 100.00%
07/06/2024 2.60% 0.57 CHF 0.59 CHF 766,000 766,000 766,000 766,000 436,648 CHF 448,138 CHF 99.97% 99.97%
05/06/2024 2.73% 0.54 CHF 0.55 CHF 797,100 797,100 797,026 797,026 432,105 CHF 444,062 CHF 100.00% 100.00%
04/06/2024 2.69% 0.55 CHF 0.56 CHF 734,400 734,400 734,400 734,400 404,375 CHF 415,391 CHF 99.94% 99.94%
03/06/2024 2.39% 0.61 CHF 0.62 CHF 738,000 738,000 738,000 738,000 457,911 CHF 468,981 CHF 99.87% 99.87%
31/05/2024 2.44% 0.61 CHF 0.62 CHF 739,700 739,700 739,700 739,700 449,382 CHF 460,478 CHF 99.96% 99.96%
30/05/2024 2.50% 0.61 CHF 0.62 CHF 772,200 772,200 771,426 771,426 458,060 CHF 469,639 CHF 100.00% 100.00%

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