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 0.07% 42.25 CHF 42.27 CHF 33,000 33,000 14,371 14,371 608,518 CHF 608,907 CHF 96.58% 96.58%
12/06/2024 0.03% 40.99 CHF 41.00 CHF 33,000 33,000 15,548 15,548 628,931 CHF 629,087 CHF 98.62% 98.62%
11/06/2024 0.03% 39.80 CHF 39.81 CHF 35,000 35,000 15,692 15,692 627,700 CHF 627,857 CHF 97.38% 97.38%
10/06/2024 0.03% 40.19 CHF 40.20 CHF 35,000 35,000 15,396 15,396 608,872 CHF 609,026 CHF 94.53% 94.53%
07/06/2024 0.03% 39.05 CHF 39.06 CHF 36,000 36,000 15,831 15,831 622,082 CHF 622,240 CHF 96.47% 96.47%
05/06/2024 0.03% 39.29 CHF 39.30 CHF 35,000 35,000 15,834 15,834 612,959 CHF 613,118 CHF 99.18% 99.18%
04/06/2024 0.03% 37.13 CHF 37.14 CHF 37,000 37,000 16,513 16,513 616,931 CHF 617,097 CHF 98.30% 98.30%
03/06/2024 0.03% 36.74 CHF 36.75 CHF 38,000 38,000 16,927 16,927 627,791 CHF 627,960 CHF 97.53% 97.53%
31/05/2024 0.03% 35.93 CHF 35.94 CHF 38,000 38,000 16,745 16,745 610,539 CHF 610,707 CHF 94.31% 94.31%
30/05/2024 0.03% 37.28 CHF 37.29 CHF 37,000 37,000 15,974 15,974 602,506 CHF 602,666 CHF 97.67% 97.67%

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