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 0.78% 1.21 CHF 1.22 CHF 450,000 150,000 450,000 150,000 572,067 CHF 192,189 CHF 99.53% 99.53%
12/06/2024 0.82% 1.29 CHF 1.30 CHF 450,000 150,000 450,000 150,000 548,188 CHF 184,229 CHF 99.42% 99.42%
11/06/2024 0.84% 1.18 CHF 1.19 CHF 450,000 150,000 450,000 150,000 532,562 CHF 179,021 CHF 99.35% 99.35%
10/06/2024 0.88% 1.20 CHF 1.21 CHF 450,000 150,000 450,000 150,000 511,156 CHF 171,885 CHF 99.56% 99.56%
07/06/2024 0.83% 1.19 CHF 1.20 CHF 450,000 150,000 450,000 150,000 541,105 CHF 181,868 CHF 99.48% 99.48%
05/06/2024 1.01% 1.11 CHF 1.12 CHF 450,000 150,000 450,000 150,000 445,355 CHF 149,952 CHF 99.46% 99.46%
04/06/2024 1.17% 0.83 CHF 0.84 CHF 450,000 150,000 450,000 150,000 382,086 CHF 128,862 CHF 99.56% 99.56%
03/06/2024 1.12% 0.85 CHF 0.86 CHF 450,000 150,000 450,000 150,000 398,923 CHF 134,474 CHF 99.66% 99.66%
31/05/2024 1.13% 0.83 CHF 0.84 CHF 450,000 150,000 450,000 150,000 396,721 CHF 133,740 CHF 99.58% 99.58%
30/05/2024 1.13% 0.86 CHF 0.87 CHF 450,000 150,000 450,000 150,000 395,237 CHF 133,246 CHF 99.53% 99.53%

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