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 4.18% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 175,702 CHF 61,067 CHF 99.60% 99.60%
13/06/2024 3.77% 0.23 CHF 0.24 CHF 750,000 250,000 632,195 210,732 164,337 CHF 56,886 CHF 99.49% 99.49%
12/06/2024 3.34% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 176,847 CHF 60,949 CHF 99.11% 99.11%
11/06/2024 3.56% 0.28 CHF 0.29 CHF 600,000 200,000 600,047 200,016 165,547 CHF 57,182 CHF 99.33% 99.33%
10/06/2024 3.69% 0.26 CHF 0.27 CHF 600,000 200,000 604,170 201,390 160,600 CHF 55,547 CHF 97.17% 97.17%
07/06/2024 3.63% 0.28 CHF 0.29 CHF 600,000 200,000 614,923 204,974 166,103 CHF 57,417 CHF 99.57% 99.57%
05/06/2024 3.83% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 192,058 CHF 66,519 CHF 99.52% 99.52%
04/06/2024 4.00% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 183,781 CHF 63,760 CHF 99.59% 99.59%
03/06/2024 4.64% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 158,869 CHF 55,456 CHF 93.43% 93.43%
31/05/2024 4.64% 0.22 CHF 0.23 CHF 750,000 250,000 750,000 250,000 158,096 CHF 55,199 CHF 99.55% 99.55%

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