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 1.09% 0.93 CHF 0.94 CHF 300,000 100,000 300,000 100,000 272,627 CHF 91,876 CHF 99.57% 99.57%
13/06/2024 1.03% 0.91 CHF 0.92 CHF 300,000 100,000 300,000 100,000 290,930 CHF 97,977 CHF 99.43% 99.43%
12/06/2024 0.95% 1.00 CHF 1.01 CHF 300,000 100,000 300,000 100,000 313,249 CHF 105,416 CHF 99.05% 99.05%
11/06/2024 0.99% 1.01 CHF 1.02 CHF 300,000 100,000 300,000 100,000 300,933 CHF 101,311 CHF 99.38% 99.38%
10/06/2024 1.01% 0.96 CHF 0.97 CHF 300,000 100,000 300,000 100,000 294,239 CHF 99,080 CHF 97.19% 97.19%
07/06/2024 1.02% 1.00 CHF 1.01 CHF 300,000 100,000 300,000 100,000 292,158 CHF 98,386 CHF 99.57% 99.57%
05/06/2024 1.07% 0.95 CHF 0.96 CHF 300,000 100,000 300,000 100,000 279,749 CHF 94,250 CHF 99.55% 99.55%
04/06/2024 1.10% 0.92 CHF 0.93 CHF 300,000 100,000 300,000 100,000 271,270 CHF 91,423 CHF 99.58% 99.58%
03/06/2024 1.22% 0.92 CHF 0.93 CHF 300,000 100,000 300,000 100,000 244,801 CHF 82,600 CHF 93.53% 93.53%
31/05/2024 1.25% 0.85 CHF 0.86 CHF 300,000 100,000 300,000 100,000 239,117 CHF 80,706 CHF 99.55% 99.55%

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