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 0.38% 2.53 CHF 2.54 CHF 300,000 100,000 300,000 100,000 784,666 CHF 262,555 CHF 99.23% 99.23%
12/06/2024 0.37% 2.69 CHF 2.70 CHF 300,000 100,000 300,000 100,000 820,382 CHF 274,461 CHF 99.23% 99.23%
11/06/2024 0.36% 2.71 CHF 2.72 CHF 300,000 100,000 300,000 100,000 829,330 CHF 277,443 CHF 99.03% 99.03%
10/06/2024 0.36% 2.81 CHF 2.82 CHF 300,000 100,000 300,000 100,000 828,995 CHF 277,332 CHF 99.25% 99.25%
07/06/2024 0.35% 2.84 CHF 2.85 CHF 300,000 100,000 300,000 100,000 845,998 CHF 282,999 CHF 98.28% 98.28%
05/06/2024 0.35% 2.82 CHF 2.83 CHF 300,000 100,000 300,000 100,000 847,598 CHF 283,533 CHF 98.98% 98.98%
04/06/2024 0.36% 2.73 CHF 2.74 CHF 300,000 100,000 300,000 100,000 830,265 CHF 277,755 CHF 99.24% 99.24%
03/06/2024 0.33% 2.93 CHF 2.94 CHF 300,000 100,000 300,000 100,000 908,992 CHF 303,997 CHF 97.28% 97.28%
31/05/2024 0.33% 3.05 CHF 3.06 CHF 300,000 100,000 300,000 100,000 903,231 CHF 302,077 CHF 99.23% 99.23%
30/05/2024 0.35% 2.87 CHF 2.88 CHF 300,000 100,000 300,000 100,000 863,249 CHF 288,750 CHF 98.92% 98.92%

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