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
17/06/2024 20.78% 0.05 CHF 0.06 CHF 1,000,000 250,000 998,380 290,568 43,335 CHF 15,767 CHF 99.12% 99.12%
14/06/2024 15.22% 0.06 CHF 0.07 CHF 775,000 400,000 831,494 424,088 50,493 CHF 30,011 CHF 100.00% 100.00%
13/06/2024 20.60% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 285,975 43,857 CHF 15,677 CHF 100.00% 100.00%
12/06/2024 14.00% 0.05 CHF 0.06 CHF 1,000,000 250,000 752,793 366,935 50,276 CHF 28,618 CHF 100.00% 100.00%
11/06/2024 14.35% 0.08 CHF 0.09 CHF 675,000 350,000 785,004 402,527 50,739 CHF 30,062 CHF 100.00% 100.00%
10/06/2024 16.82% 0.05 CHF 0.06 CHF 925,000 475,000 922,436 471,125 50,250 CHF 30,387 CHF 99.59% 99.59%
07/06/2024 15.22% 0.08 CHF 0.09 CHF 725,000 375,000 845,152 431,721 51,347 CHF 30,565 CHF 100.00% 100.00%
05/06/2024 18.38% 0.05 CHF 0.06 CHF 1,000,000 500,000 988,306 456,250 49,017 CHF 27,444 CHF 100.00% 100.00%
04/06/2024 19.46% 0.05 CHF 0.06 CHF 1,000,000 500,000 997,175 324,771 46,345 CHF 18,595 CHF 100.00% 100.00%
03/06/2024 13.91% 0.06 CHF 0.07 CHF 850,000 425,000 753,088 387,343 50,340 CHF 29,783 CHF 100.00% 100.00%

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