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 3.20% 0.32 CHF 0.33 CHF 175,000 175,000 175,519 175,519 54,035 CHF 55,790 CHF 100.00% 100.00%
12/06/2024 3.28% 0.28 CHF 0.29 CHF 175,000 175,000 175,263 175,261 52,561 CHF 54,314 CHF 99.77% 99.77%
11/06/2024 3.27% 0.32 CHF 0.33 CHF 175,000 175,000 179,379 179,382 54,017 CHF 55,812 CHF 100.00% 100.00%
10/06/2024 3.99% 0.26 CHF 0.27 CHF 200,000 200,000 213,829 213,835 52,556 CHF 54,696 CHF 99.57% 99.57%
07/06/2024 4.21% 0.20 CHF 0.21 CHF 250,000 250,000 222,031 222,032 51,638 CHF 53,859 CHF 100.00% 100.00%
05/06/2024 3.73% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 52,740 CHF 54,740 CHF 100.00% 100.00%
04/06/2024 3.66% 0.26 CHF 0.27 CHF 200,000 200,000 195,272 195,269 52,371 CHF 54,322 CHF 100.00% 100.00%
03/06/2024 4.50% 0.24 CHF 0.25 CHF 225,000 225,000 243,502 243,501 52,954 CHF 55,389 CHF 100.00% 100.00%
31/05/2024 3.83% 0.23 CHF 0.24 CHF 225,000 225,000 204,027 204,024 52,243 CHF 54,282 CHF 100.00% 100.00%
30/05/2024 3.74% 0.27 CHF 0.28 CHF 200,000 200,000 200,520 200,520 52,638 CHF 54,643 CHF 100.00% 100.00%

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