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 7.50% 0.28 CHF 0.30 CHF 25,000 25,000 25,000 25,000 6,989 CHF 7,534 CHF 100.00% 100.00%
13/06/2024 6.47% 0.32 CHF 0.34 CHF 25,000 25,000 25,000 25,000 8,703 CHF 9,283 CHF 98.51% 98.51%
12/06/2024 2.82% 0.47 CHF 0.49 CHF 82,133 50,000 86,856 49,158 38,050 CHF 22,174 CHF 93.68% 93.68%
11/06/2024 2.50% 0.43 CHF 0.44 CHF 89,459 50,000 89,058 50,000 37,628 CHF 21,662 CHF 100.00% 100.00%
10/06/2024 2.44% 0.41 CHF 0.42 CHF 92,673 50,000 90,825 50,000 37,220 CHF 20,998 CHF 98.39% 98.39%
07/06/2024 2.85% 0.41 CHF 0.42 CHF 90,794 50,000 90,263 49,626 36,572 CHF 20,688 CHF 99.18% 99.18%
05/06/2024 4.54% 0.40 CHF 0.41 CHF 93,353 50,000 96,462 50,000 36,106 CHF 19,586 CHF 99.43% 99.43%
04/06/2024 3.56% 0.38 CHF 0.39 CHF 95,790 50,000 95,889 50,000 36,460 CHF 19,703 CHF 100.00% 100.00%
03/06/2024 2.92% 0.42 CHF 0.43 CHF 91,394 50,000 90,852 50,000 38,252 CHF 21,677 CHF 100.00% 100.00%
31/05/2024 3.14% 0.42 CHF 0.43 CHF 91,033 50,000 89,706 50,000 38,558 CHF 22,180 CHF 99.09% 99.09%

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