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 1.37% 0.70 CHF 0.71 CHF 600,000 200,000 600,000 200,000 435,438 CHF 147,146 CHF 99.04% 99.04%
13/06/2024 1.33% 0.74 CHF 0.75 CHF 600,000 200,000 600,000 200,000 449,328 CHF 151,776 CHF 99.23% 99.23%
12/06/2024 1.26% 0.76 CHF 0.77 CHF 600,000 200,000 600,000 200,000 473,950 CHF 159,984 CHF 99.23% 99.23%
11/06/2024 1.25% 0.79 CHF 0.80 CHF 600,000 200,000 600,000 200,000 478,312 CHF 161,437 CHF 98.34% 98.34%
10/06/2024 1.23% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 483,025 CHF 163,008 CHF 99.24% 99.24%
07/06/2024 1.22% 0.83 CHF 0.84 CHF 600,000 200,000 600,000 200,000 490,549 CHF 165,516 CHF 98.32% 98.32%
05/06/2024 1.25% 0.77 CHF 0.78 CHF 600,000 200,000 600,000 200,000 475,573 CHF 160,524 CHF 98.97% 98.97%
04/06/2024 1.24% 0.78 CHF 0.79 CHF 600,000 200,000 600,000 200,000 482,882 CHF 162,960 CHF 99.23% 99.23%
03/06/2024 1.11% 0.86 CHF 0.87 CHF 600,000 200,000 600,000 200,000 537,221 CHF 181,074 CHF 92.89% 92.89%
31/05/2024 1.18% 0.85 CHF 0.86 CHF 600,000 200,000 600,000 200,000 505,521 CHF 170,507 CHF 99.24% 99.24%

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