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
17/06/2024 0.20% 5.11 CHF 5.12 CHF 195,000 195,000 108,288 108,288 545,997 CHF 547,084 CHF 100.00% 100.00%
14/06/2024 0.20% 5.01 CHF 5.02 CHF 198,000 198,000 108,611 108,611 544,994 CHF 546,083 CHF 100.00% 100.00%
13/06/2024 0.20% 5.03 CHF 5.04 CHF 195,000 195,000 107,806 107,806 544,246 CHF 545,327 CHF 99.86% 99.86%
12/06/2024 0.21% 5.14 CHF 5.15 CHF 193,000 193,000 110,223 110,223 537,631 CHF 538,736 CHF 99.91% 99.91%
11/06/2024 0.24% 4.66 CHF 4.67 CHF 205,000 205,000 117,919 117,919 518,129 CHF 519,312 CHF 100.00% 100.00%
10/06/2024 0.23% 4.39 CHF 4.40 CHF 215,000 215,000 117,662 117,662 522,206 CHF 523,386 CHF 100.00% 100.00%
07/06/2024 0.23% 4.38 CHF 4.39 CHF 215,000 215,000 118,892 118,892 517,843 CHF 519,035 CHF 99.97% 99.97%
05/06/2024 0.23% 4.38 CHF 4.39 CHF 215,000 215,000 118,507 118,507 516,970 CHF 518,159 CHF 99.99% 99.99%
04/06/2024 0.24% 4.31 CHF 4.32 CHF 218,000 218,000 119,939 119,939 517,389 CHF 518,591 CHF 99.99% 99.99%
03/06/2024 0.24% 4.33 CHF 4.34 CHF 215,000 215,000 118,679 118,679 515,252 CHF 516,441 CHF 99.86% 99.86%

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