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 0.52% 2.44 CHF 2.45 CHF 50,000 50,000 50,000 50,000 121,859 CHF 122,489 CHF 99.78% 99.78%
13/06/2024 0.52% 2.51 CHF 2.52 CHF 50,000 50,000 50,000 50,000 127,223 CHF 127,885 CHF 99.19% 99.19%
12/06/2024 0.48% 2.59 CHF 2.60 CHF 50,000 50,000 49,304 49,154 122,421 CHF 122,625 CHF 95.00% 95.00%
11/06/2024 0.51% 2.42 CHF 2.44 CHF 50,000 50,000 50,000 50,000 120,165 CHF 120,776 CHF 100.00% 100.00%
10/06/2024 0.50% 2.39 CHF 2.40 CHF 50,000 50,000 50,000 50,000 118,889 CHF 119,479 CHF 99.44% 99.44%
07/06/2024 0.52% 2.36 CHF 2.37 CHF 50,000 50,000 50,000 50,000 117,555 CHF 118,166 CHF 99.19% 99.19%
05/06/2024 0.50% 2.34 CHF 2.36 CHF 50,000 50,000 50,000 50,000 113,228 CHF 113,795 CHF 99.62% 99.62%
04/06/2024 0.56% 2.19 CHF 2.20 CHF 50,000 50,000 50,000 50,000 108,664 CHF 109,276 CHF 100.00% 100.00%
03/06/2024 0.56% 2.14 CHF 2.15 CHF 50,000 50,000 50,000 50,000 111,875 CHF 112,507 CHF 97.08% 97.08%
31/05/2024 0.53% 2.30 CHF 2.31 CHF 50,000 50,000 50,000 50,000 114,645 CHF 115,251 CHF 98.64% 98.64%

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