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 43.43% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 10,101 CHF 1,579 CHF 91.51% 91.51%
12/06/2024 38.98% 0.03 CHF 0.05 CHF 440,946 50,000 485,621 50,000 10,621 CHF 1,636 CHF 61.55% 61.55%
11/06/2024 40.24% 0.01 CHF 0.03 CHF 500,000 50,000 500,000 50,000 9,980 CHF 1,500 CHF 13.95% 13.95%
10/06/2024 38.93% 0.02 CHF 0.03 CHF 500,000 50,000 483,917 50,000 10,177 CHF 1,551 CHF 37.62% 37.62%
07/06/2024 32.55% 0.02 CHF 0.04 CHF 500,000 50,000 492,542 49,608 13,443 CHF 1,858 CHF 94.59% 94.59%
05/06/2024 35.51% 0.03 CHF 0.04 CHF 500,000 50,000 499,814 50,000 12,943 CHF 1,837 CHF 96.79% 96.79%
04/06/2024 40.44% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 10,583 CHF 1,592 CHF 97.00% 97.00%
03/06/2024 26.75% 0.03 CHF 0.04 CHF 450,958 50,000 443,322 50,000 16,124 CHF 2,377 CHF 100.00% 100.00%
31/05/2024 30.31% 0.04 CHF 0.05 CHF 455,534 50,000 448,487 50,000 14,181 CHF 2,152 CHF 99.12% 99.12%
30/05/2024 22.23% 0.04 CHF 0.05 CHF 391,986 50,000 405,506 50,000 16,222 CHF 2,501 CHF 99.74% 99.74%

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