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 8.92% 0.11 CHF 0.12 CHF 719,900 719,900 321,948 321,948 34,707 CHF 37,933 CHF 99.80% 99.80%
12/06/2024 8.42% 0.12 CHF 0.13 CHF 709,500 709,500 315,576 315,576 37,037 CHF 40,202 CHF 100.00% 100.00%
11/06/2024 7.45% 0.12 CHF 0.13 CHF 602,900 602,900 265,821 265,821 34,018 CHF 36,682 CHF 99.96% 99.96%
10/06/2024 7.24% 0.14 CHF 0.14 CHF 584,100 584,100 260,979 260,979 35,618 CHF 38,233 CHF 99.90% 99.90%
07/06/2024 7.15% 0.14 CHF 0.14 CHF 576,900 576,900 258,534 258,534 35,522 CHF 38,112 CHF 99.99% 99.99%
05/06/2024 6.50% 0.14 CHF 0.15 CHF 535,500 535,500 237,807 237,807 35,618 CHF 38,001 CHF 100.00% 100.00%
04/06/2024 6.63% 0.16 CHF 0.17 CHF 532,800 532,800 238,564 238,564 36,055 CHF 38,445 CHF 100.00% 100.00%
03/06/2024 6.06% 0.14 CHF 0.16 CHF 506,300 506,300 221,636 221,636 35,660 CHF 37,881 CHF 100.00% 100.00%
31/05/2024 6.26% 0.16 CHF 0.17 CHF 521,100 521,100 233,388 233,388 36,606 CHF 38,944 CHF 97.26% 97.26%
30/05/2024 6.62% 0.15 CHF 0.16 CHF 534,800 534,800 238,586 238,586 35,710 CHF 38,102 CHF 99.96% 99.96%

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