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 1.61% 0.56 CHF 0.57 CHF 120,000 120,000 118,742 118,742 74,756 CHF 75,945 CHF 95.72% 95.72%
12/06/2024 1.45% 0.68 CHF 0.69 CHF 120,000 120,000 118,705 118,705 83,072 CHF 84,260 CHF 95.91% 95.91%
11/06/2024 1.41% 0.70 CHF 0.71 CHF 120,000 120,000 116,138 116,138 83,814 CHF 84,976 CHF 96.59% 96.59%
10/06/2024 1.26% 0.80 CHF 0.81 CHF 110,000 110,000 108,853 108,853 87,714 CHF 88,804 CHF 96.47% 97.90%
07/06/2024 1.23% 0.89 CHF 0.90 CHF 110,000 110,000 108,888 108,888 90,009 CHF 91,099 CHF 99.51% 99.51%
05/06/2024 1.45% 0.69 CHF 0.70 CHF 120,000 120,000 118,760 118,760 83,174 CHF 84,363 CHF 98.61% 98.61%
04/06/2024 1.36% 0.73 CHF 0.74 CHF 120,000 120,000 112,108 112,108 83,733 CHF 84,855 CHF 97.30% 97.30%
03/06/2024 1.21% 0.84 CHF 0.85 CHF 110,000 110,000 108,884 108,884 91,667 CHF 92,757 CHF 99.01% 99.01%
31/05/2024 1.17% 0.87 CHF 0.88 CHF 110,000 110,000 108,860 108,860 94,919 CHF 96,009 CHF 97.00% 97.00%
30/05/2024 1.12% 0.93 CHF 0.94 CHF 110,000 110,000 108,891 108,891 98,908 CHF 99,998 CHF 99.80% 99.80%

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