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 1.21% 2.44 CHF 2.48 CHF 37,400 37,400 37,372 37,372 124,418 CHF 125,914 CHF 98.73% 98.73%
12/06/2024 0.73% 4.14 CHF 4.17 CHF 41,200 41,200 41,200 41,200 168,125 CHF 169,361 CHF 99.99% 99.99%
11/06/2024 1.21% 3.65 CHF 3.70 CHF 28,800 28,800 28,800 28,800 119,983 CHF 121,423 CHF 99.98% 99.98%
10/06/2024 1.17% 5.09 CHF 5.15 CHF 24,000 24,000 24,000 24,000 122,191 CHF 123,631 CHF 99.99% 99.99%
07/06/2024 0.93% 6.54 CHF 6.60 CHF 24,200 24,200 24,200 24,200 155,297 CHF 156,749 CHF 99.91% 99.91%
05/06/2024 0.89% 5.39 CHF 5.44 CHF 27,700 27,700 27,698 27,698 154,876 CHF 156,261 CHF 100.00% 100.00%
04/06/2024 1.19% 5.54 CHF 5.61 CHF 19,700 19,700 19,700 19,700 116,169 CHF 117,548 CHF 99.92% 99.92%
03/06/2024 0.81% 8.08 CHF 8.15 CHF 20,100 20,100 20,100 20,100 172,465 CHF 173,872 CHF 99.86% 99.86%
31/05/2024 0.87% 7.85 CHF 7.92 CHF 20,200 20,200 20,200 20,200 161,533 CHF 162,947 CHF 99.95% 99.95%
30/05/2024 0.79% 7.79 CHF 7.85 CHF 23,500 23,500 23,482 23,482 177,416 CHF 178,826 CHF 100.00% 100.00%

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