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 8.66% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 110,888 CHF 60,444 CHF 98.33% 98.33%
13/06/2024 7.37% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 130,737 CHF 70,369 CHF 99.35% 99.35%
12/06/2024 6.63% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 146,569 CHF 78,284 CHF 99.60% 99.60%
11/06/2024 6.53% 0.15 CHF 0.16 CHF 1,000,000 500,000 1,000,000 500,000 148,315 CHF 79,157 CHF 91.54% 91.54%
10/06/2024 6.03% 0.14 CHF 0.15 CHF 1,000,000 500,000 1,000,000 500,000 162,546 CHF 86,273 CHF 98.45% 98.45%
07/06/2024 5.17% 0.17 CHF 0.18 CHF 1,000,000 500,000 1,000,000 470,637 189,200 CHF 93,393 CHF 99.53% 99.53%
05/06/2024 6.75% 0.17 CHF 0.18 CHF 1,000,000 500,000 1,000,000 500,000 143,971 CHF 76,986 CHF 99.18% 99.18%
04/06/2024 6.64% 0.13 CHF 0.14 CHF 1,000,000 500,000 1,000,000 500,000 145,979 CHF 77,990 CHF 98.29% 98.29%
03/06/2024 7.36% 0.17 CHF 0.18 CHF 1,000,000 500,000 1,000,000 500,000 132,047 CHF 71,024 CHF 94.11% 94.11%
31/05/2024 5.30% 0.16 CHF 0.17 CHF 1,000,000 500,000 1,000,000 495,665 183,856 CHF 95,984 CHF 99.28% 99.28%

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