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 29.48% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,886,500 1,886,500 55,876 CHF 74,787 CHF 99.23% 99.23%
14/06/2024 29.82% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,657,960 1,657,960 47,995 CHF 64,622 CHF 100.00% 100.00%
13/06/2024 29.25% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,860,960 1,860,960 54,908 CHF 73,571 CHF 97.27% 97.27%
12/06/2024 28.97% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,774,510 1,774,510 53,235 CHF 71,021 CHF 99.96% 99.96%
11/06/2024 28.97% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,746,060 1,746,060 52,382 CHF 69,883 CHF 100.00% 100.00%
10/06/2024 28.97% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,768,290 1,768,290 53,049 CHF 70,772 CHF 99.78% 99.78%
07/06/2024 29.52% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,894,300 1,894,300 55,814 CHF 74,803 CHF 99.15% 99.15%
05/06/2024 33.03% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,939,690 1,939,690 50,821 CHF 70,266 CHF 99.72% 99.72%
04/06/2024 29.43% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,815,670 1,815,670 53,901 CHF 72,184 CHF 98.52% 98.52%
03/06/2024 28.93% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 1,729,790 1,729,790 52,005 CHF 69,343 CHF 99.94% 99.94%

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