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 23.38% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,169 CHF 24,085 CHF 99.36% 99.36%
13/06/2024 16.19% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 57,287 CHF 33,644 CHF 97.30% 97.30%
12/06/2024 17.18% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 53,583 CHF 31,791 CHF 99.33% 99.33%
11/06/2024 20.01% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 45,597 CHF 27,798 CHF 98.03% 98.03%
10/06/2024 36.42% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 23,909 CHF 16,955 CHF 99.15% 99.15%
07/06/2024 38.04% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 21,717 CHF 15,859 CHF 99.35% 99.35%
05/06/2024 37.17% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 21,971 CHF 15,986 CHF 94.43% 94.43%
04/06/2024 34.95% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 23,723 CHF 16,862 CHF 99.23% 99.23%
03/06/2024 37.35% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 21,889 CHF 15,944 CHF 89.84% 89.84%
31/05/2024 57.65% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 12,422 CHF 11,211 CHF 97.67% 97.67%

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