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 8.15% 0.13 CHF 0.14 CHF 425,000 425,000 438,075 438,080 51,536 CHF 55,917 CHF 99.63% 99.63%
12/06/2024 7.46% 0.12 CHF 0.13 CHF 425,000 425,000 400,760 400,763 51,776 CHF 55,784 CHF 99.76% 99.76%
11/06/2024 6.23% 0.14 CHF 0.15 CHF 350,000 350,000 334,739 334,739 52,092 CHF 55,439 CHF 99.99% 99.99%
10/06/2024 7.26% 0.12 CHF 0.13 CHF 400,000 400,000 390,801 390,805 51,934 CHF 55,843 CHF 99.61% 99.61%
07/06/2024 6.81% 0.13 CHF 0.14 CHF 375,000 375,000 369,540 369,539 52,466 CHF 56,161 CHF 99.89% 99.89%
05/06/2024 5.34% 0.16 CHF 0.17 CHF 300,000 300,000 291,579 291,580 53,145 CHF 56,061 CHF 99.83% 99.83%
04/06/2024 4.43% 0.22 CHF 0.23 CHF 200,000 200,000 238,528 238,528 52,729 CHF 55,114 CHF 99.97% 99.97%
03/06/2024 5.47% 0.22 CHF 0.23 CHF 250,000 250,000 296,900 296,900 52,880 CHF 55,849 CHF 99.92% 99.92%
31/05/2024 5.36% 0.15 CHF 0.16 CHF 325,000 325,000 287,430 287,426 52,178 CHF 55,051 CHF 99.99% 99.99%
30/05/2024 4.76% 0.19 CHF 0.20 CHF 275,000 275,000 254,947 254,946 52,322 CHF 54,872 CHF 99.98% 99.98%

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