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 2.51% 0.57 CHF 0.58 CHF 155,000 155,000 69,461 69,461 41,913 CHF 42,817 CHF 99.56% 99.56%
12/06/2024 2.30% 0.63 CHF 0.64 CHF 155,000 155,000 67,496 67,496 44,622 CHF 45,505 CHF 99.97% 99.97%
11/06/2024 2.43% 0.70 CHF 0.71 CHF 150,000 150,000 66,474 66,474 47,580 CHF 48,583 CHF 100.00% 100.00%
10/06/2024 2.40% 0.75 CHF 0.76 CHF 145,000 145,000 65,242 65,242 49,033 CHF 50,023 CHF 99.90% 99.90%
07/06/2024 2.34% 0.76 CHF 0.77 CHF 145,000 145,000 64,969 64,969 49,563 CHF 50,547 CHF 99.99% 99.99%
05/06/2024 2.47% 0.71 CHF 0.72 CHF 150,000 150,000 67,352 67,352 48,166 CHF 49,188 CHF 100.00% 100.00%
04/06/2024 2.36% 0.66 CHF 0.67 CHF 150,000 150,000 67,476 67,476 44,576 CHF 45,456 CHF 99.89% 99.89%
03/06/2024 2.78% 0.60 CHF 0.61 CHF 155,000 155,000 68,950 68,950 39,747 CHF 40,645 CHF 100.00% 100.00%
31/05/2024 3.34% 0.47 CHF 0.48 CHF 160,000 160,000 71,628 71,628 32,828 CHF 33,759 CHF 99.70% 99.70%
30/05/2024 3.38% 0.46 CHF 0.47 CHF 160,000 160,000 71,750 71,750 32,647 CHF 33,578 CHF 99.51% 99.51%

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