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
14/06/2024 5.93% 0.40 CHF 0.41 CHF 130,000 40,000 125,315 24,343 52,098 CHF 10,617 CHF 99.64% 99.64%
13/06/2024 - 0.50 CHF - CHF 100,000 0 0 0 0 CHF 0 CHF 0.00% 66.83%
12/06/2024 5.24% 0.51 CHF 0.52 CHF 100,000 40,000 107,405 24,450 51,409 CHF 12,416 CHF 97.25% 97.25%
11/06/2024 4.95% 0.52 CHF 0.53 CHF 100,000 40,000 100,000 23,821 51,560 CHF 12,882 CHF 94.14% 94.14%
10/06/2024 4.84% 0.56 CHF 0.57 CHF 90,000 40,000 99,083 24,343 51,632 CHF 13,377 CHF 99.63% 99.63%
07/06/2024 4.61% 0.55 CHF 0.56 CHF 100,000 40,000 99,468 24,312 54,131 CHF 13,814 CHF 99.42% 99.42%
05/06/2024 4.72% 0.58 CHF 0.59 CHF 90,000 40,000 98,168 24,267 52,577 CHF 13,692 CHF 99.16% 99.16%
04/06/2024 4.98% 0.51 CHF 0.52 CHF 100,000 40,000 102,043 24,329 51,432 CHF 12,897 CHF 99.54% 99.54%
03/06/2024 4.73% 0.51 CHF 0.52 CHF 100,000 40,000 99,988 24,335 52,655 CHF 13,327 CHF 99.58% 99.58%
31/05/2024 5.25% 0.49 CHF 0.50 CHF 110,000 40,000 108,608 24,344 51,985 CHF 12,348 CHF 99.64% 99.64%

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