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 2.63% 0.36 CHF 0.37 CHF 175,700 175,700 173,402 173,402 65,251 CHF 66,987 CHF 99.45% 99.45%
12/06/2024 2.05% 0.47 CHF 0.48 CHF 159,000 159,000 157,490 157,490 76,056 CHF 77,631 CHF 99.92% 99.92%
11/06/2024 1.93% 0.52 CHF 0.53 CHF 143,900 143,900 144,839 144,839 74,255 CHF 75,704 CHF 100.00% 100.00%
10/06/2024 1.90% 0.54 CHF 0.55 CHF 144,800 144,800 145,305 145,305 75,804 CHF 77,257 CHF 100.00% 100.00%
07/06/2024 1.80% 0.55 CHF 0.56 CHF 136,900 136,900 136,886 136,886 75,193 CHF 76,562 CHF 100.00% 100.00%
05/06/2024 1.71% 0.57 CHF 0.58 CHF 136,000 136,000 134,259 134,259 77,769 CHF 79,111 CHF 100.00% 100.00%
04/06/2024 1.74% 0.57 CHF 0.58 CHF 133,900 133,900 132,696 132,696 75,794 CHF 77,121 CHF 100.00% 100.00%
03/06/2024 1.63% 0.59 CHF 0.60 CHF 130,900 130,900 128,805 128,805 78,525 CHF 79,813 CHF 100.00% 100.00%
31/05/2024 1.68% 0.59 CHF 0.60 CHF 134,100 134,100 132,968 132,968 78,610 CHF 79,940 CHF 98.62% 98.62%
30/05/2024 1.70% 0.57 CHF 0.58 CHF 138,900 138,900 138,084 138,084 80,644 CHF 82,026 CHF 100.00% 100.00%

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