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 0.86% 1.06 CHF 1.07 CHF 300,000 100,000 300,000 100,000 347,092 CHF 116,698 CHF 97.18% 97.18%
12/06/2024 0.80% 1.22 CHF 1.23 CHF 300,000 100,000 300,000 100,000 375,229 CHF 126,076 CHF 94.42% 94.42%
11/06/2024 0.78% 1.24 CHF 1.25 CHF 300,000 100,000 300,000 100,000 386,282 CHF 129,761 CHF 86.87% 86.87%
10/06/2024 0.72% 1.39 CHF 1.40 CHF 300,000 100,000 300,000 100,000 417,580 CHF 140,193 CHF 97.43% 97.43%
07/06/2024 0.70% 1.50 CHF 1.51 CHF 300,000 100,000 300,000 100,000 426,272 CHF 143,091 CHF 95.58% 95.58%
05/06/2024 0.80% 1.23 CHF 1.24 CHF 300,000 100,000 300,000 100,000 375,286 CHF 126,095 CHF 96.27% 96.27%
04/06/2024 0.76% 1.29 CHF 1.30 CHF 300,000 100,000 300,000 100,000 394,188 CHF 132,396 CHF 96.07% 96.07%
03/06/2024 0.69% 1.44 CHF 1.45 CHF 300,000 100,000 300,000 100,000 432,612 CHF 145,204 CHF 96.50% 96.50%
31/05/2024 0.67% 1.48 CHF 1.49 CHF 300,000 100,000 300,000 100,000 444,904 CHF 149,301 CHF 93.58% 93.58%
30/05/2024 0.65% 1.56 CHF 1.57 CHF 300,000 100,000 300,000 100,000 459,293 CHF 154,098 CHF 90.43% 90.43%

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