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 2.99% 0.32 CHF 0.33 CHF 225,000 50,000 225,000 50,000 74,272 CHF 17,005 CHF 99.17% 99.17%
12/06/2024 3.26% 0.33 CHF 0.34 CHF 225,000 50,000 225,000 50,000 68,134 CHF 15,641 CHF 99.16% 99.16%
11/06/2024 3.16% 0.30 CHF 0.31 CHF 225,000 50,000 225,000 50,000 70,145 CHF 16,088 CHF 99.17% 99.17%
10/06/2024 3.00% 0.33 CHF 0.34 CHF 225,000 50,000 225,000 50,000 73,825 CHF 16,906 CHF 99.17% 99.17%
07/06/2024 2.96% 0.31 CHF 0.32 CHF 225,000 50,000 225,000 50,000 75,022 CHF 17,172 CHF 99.15% 99.15%
05/06/2024 2.63% 0.36 CHF 0.37 CHF 225,000 50,000 225,000 50,000 84,379 CHF 19,251 CHF 99.16% 99.16%
04/06/2024 2.51% 0.38 CHF 0.39 CHF 225,000 50,000 225,000 50,000 88,518 CHF 20,171 CHF 99.13% 99.13%
03/06/2024 2.77% 0.37 CHF 0.38 CHF 225,000 50,000 225,000 50,000 80,131 CHF 18,307 CHF 99.17% 99.17%
31/05/2024 2.88% 0.34 CHF 0.35 CHF 225,000 50,000 225,000 50,000 76,916 CHF 17,592 CHF 97.64% 97.64%
30/05/2024 3.02% 0.33 CHF 0.34 CHF 225,000 50,000 225,000 50,000 73,375 CHF 16,806 CHF 99.13% 99.13%

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