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 0.52% 1.89 CHF 1.90 CHF 225,000 25,000 225,000 25,000 430,274 CHF 48,058 CHF 98.99% 98.99%
12/06/2024 0.52% 1.96 CHF 1.97 CHF 225,000 25,000 225,000 25,000 429,837 CHF 48,010 CHF 99.27% 99.27%
11/06/2024 0.53% 1.89 CHF 1.90 CHF 225,000 25,000 225,000 25,000 421,235 CHF 47,054 CHF 99.22% 99.22%
10/06/2024 0.54% 1.86 CHF 1.87 CHF 225,000 25,000 225,000 25,000 418,744 CHF 46,777 CHF 99.17% 99.17%
07/06/2024 0.55% 1.84 CHF 1.85 CHF 225,000 25,000 225,000 25,000 409,541 CHF 45,755 CHF 99.26% 99.26%
05/06/2024 0.60% 1.65 CHF 1.66 CHF 225,000 25,000 225,000 25,000 375,217 CHF 41,941 CHF 99.23% 99.23%
04/06/2024 0.60% 1.66 CHF 1.67 CHF 225,000 25,000 225,000 25,000 372,905 CHF 41,684 CHF 99.26% 99.26%
03/06/2024 0.60% 1.67 CHF 1.68 CHF 225,000 25,000 225,000 25,000 376,384 CHF 42,070 CHF 99.27% 99.27%
31/05/2024 0.62% 1.67 CHF 1.68 CHF 225,000 25,000 225,000 25,000 364,265 CHF 40,724 CHF 98.89% 98.89%
30/05/2024 0.63% 1.59 CHF 1.60 CHF 225,000 25,000 225,000 25,000 357,966 CHF 40,024 CHF 99.27% 99.27%

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