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 79.94% 0.01 CHF 0.04 CHF 194,650 50,000 177,058 50,000 3,345 CHF 2,196 CHF 75.52% 75.52%
12/06/2024 59.27% 0.05 CHF 0.07 CHF 118,796 50,000 192,819 50,000 4,834 CHF 2,431 CHF 81.48% 81.48%
11/06/2024 97.31% 0.01 CHF 0.03 CHF 230,494 50,000 221,216 42,433 2,574 CHF 1,389 CHF 93.03% 93.03%
10/06/2024 77.66% 0.02 CHF 0.04 CHF 244,161 25,000 222,424 25,000 3,940 CHF 992 CHF 61.15% 61.15%
07/06/2024 40.74% 0.04 CHF 0.06 CHF 163,959 25,000 151,491 24,813 6,355 CHF 1,569 CHF 99.18% 99.18%
05/06/2024 68.12% 0.03 CHF 0.05 CHF 208,997 25,000 209,135 25,000 4,996 CHF 1,211 CHF 78.70% 78.70%
04/06/2024 64.77% 0.02 CHF 0.04 CHF 205,848 25,000 204,287 25,000 4,693 CHF 1,129 CHF 79.77% 79.77%
03/06/2024 15.04% 0.05 CHF 0.07 CHF 148,984 25,000 118,888 48,002 9,110 CHF 4,338 CHF 100.00% 100.00%
31/05/2024 15.93% 0.08 CHF 0.09 CHF 116,843 50,000 130,276 50,000 9,062 CHF 4,105 CHF 99.12% 99.12%
30/05/2024 12.89% 0.09 CHF 0.10 CHF 110,870 50,000 123,422 50,000 9,919 CHF 4,577 CHF 99.74% 99.74%

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