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 0.92% 1.03 CHF 1.04 CHF 120,000 120,000 118,696 118,696 131,711 CHF 132,900 CHF 91.37% 91.37%
12/06/2024 0.86% 1.16 CHF 1.17 CHF 120,000 120,000 118,565 118,565 139,788 CHF 140,975 CHF 90.91% 90.91%
11/06/2024 0.85% 1.17 CHF 1.18 CHF 120,000 120,000 116,100 116,100 139,362 CHF 140,524 CHF 92.49% 92.49%
10/06/2024 0.79% 1.28 CHF 1.29 CHF 110,000 110,000 108,743 108,743 139,674 CHF 140,763 CHF 92.93% 94.28%
07/06/2024 0.78% 1.37 CHF 1.38 CHF 110,000 110,000 109,058 109,058 142,545 CHF 143,636 CHF 99.30% 99.30%
05/06/2024 0.86% 1.16 CHF 1.17 CHF 120,000 120,000 118,721 118,721 140,055 CHF 141,243 CHF 96.35% 96.35%
04/06/2024 0.83% 1.21 CHF 1.22 CHF 120,000 120,000 111,725 111,725 137,043 CHF 138,162 CHF 94.14% 94.14%
03/06/2024 0.77% 1.32 CHF 1.33 CHF 110,000 110,000 108,682 108,682 144,010 CHF 145,098 CHF 96.83% 96.83%
31/05/2024 0.75% 1.35 CHF 1.36 CHF 110,000 110,000 108,855 108,855 147,721 CHF 148,810 CHF 96.64% 96.64%
30/05/2024 0.73% 1.41 CHF 1.42 CHF 110,000 110,000 108,844 108,844 151,577 CHF 152,666 CHF 98.75% 98.75%

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