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 1.08% 0.87 CHF 0.88 CHF 120,000 120,000 119,456 119,456 110,185 CHF 111,380 CHF 99.95% 99.95%
12/06/2024 1.07% 0.94 CHF 0.95 CHF 120,000 120,000 119,505 119,505 110,697 CHF 111,892 CHF 99.88% 99.88%
11/06/2024 1.11% 0.87 CHF 0.88 CHF 120,000 120,000 119,505 119,505 106,974 CHF 108,169 CHF 99.69% 99.69%
10/06/2024 1.06% 0.93 CHF 0.94 CHF 120,000 120,000 119,505 119,505 111,668 CHF 112,863 CHF 99.90% 99.90%
07/06/2024 1.02% 0.99 CHF 1.00 CHF 120,000 120,000 119,472 119,472 116,999 CHF 118,194 CHF 99.99% 99.99%
05/06/2024 0.99% 1.00 CHF 1.01 CHF 120,000 120,000 117,792 117,792 117,934 CHF 119,112 CHF 99.97% 99.97%
04/06/2024 0.99% 1.00 CHF 1.01 CHF 120,000 120,000 116,535 116,535 117,506 CHF 118,671 CHF 99.16% 99.16%
03/06/2024 0.86% 1.16 CHF 1.17 CHF 115,000 115,000 114,525 114,525 133,004 CHF 134,149 CHF 99.94% 99.94%
31/05/2024 0.90% 1.12 CHF 1.13 CHF 115,000 115,000 114,509 114,509 127,096 CHF 128,241 CHF 96.27% 96.27%
30/05/2024 0.94% 1.07 CHF 1.08 CHF 115,000 115,000 114,526 114,526 121,849 CHF 122,995 CHF 99.99% 99.99%

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