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
14/06/2024 1.25% 0.81 CHF 0.82 CHF 483,900 483,900 265,827 265,827 216,773 CHF 219,438 CHF 99.99% 99.99%
13/06/2024 1.25% 0.82 CHF 0.83 CHF 465,000 465,000 256,940 256,940 208,767 CHF 211,344 CHF 99.88% 99.88%
12/06/2024 1.12% 0.75 CHF 0.76 CHF 395,600 395,600 226,243 226,243 201,373 CHF 203,640 CHF 99.91% 99.91%
11/06/2024 0.79% 1.06 CHF 1.07 CHF 278,900 278,900 160,327 160,327 201,845 CHF 203,453 CHF 99.99% 99.99%
10/06/2024 0.83% 1.26 CHF 1.27 CHF 321,600 321,600 175,708 175,708 216,037 CHF 217,799 CHF 100.00% 100.00%
07/06/2024 0.80% 1.27 CHF 1.28 CHF 302,200 302,200 167,033 167,033 212,486 CHF 214,161 CHF 99.99% 99.99%
05/06/2024 0.80% 1.26 CHF 1.27 CHF 301,200 301,200 165,939 165,939 210,008 CHF 211,672 CHF 99.99% 99.99%
04/06/2024 0.78% 1.29 CHF 1.30 CHF 302,400 302,400 166,628 166,628 217,163 CHF 218,833 CHF 100.00% 100.00%
03/06/2024 0.77% 1.30 CHF 1.31 CHF 285,800 285,800 157,672 157,672 208,328 CHF 209,908 CHF 99.87% 99.87%
31/05/2024 0.73% 1.40 CHF 1.41 CHF 282,100 282,100 155,729 155,729 215,368 CHF 216,928 CHF 98.34% 98.34%

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